+648.8%
AXTI vs VXX
-99.0%
+747.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.6% |
| 7D | +5.1% | +2.0% | +3.1% | +6.0% |
| 30D | -17.5% | -7.1% | -10.4% | -19.7% |
| 3M | -26.7% | -28.6% | +2.0% | -33.5% |
| 6M | +36.8% | -44.0% | +80.7% | +15.1% |
| YTD | +296.1% | -31.7% | +327.9% | +273.9% |
| 1Y | +1,810.6% | -46.3% | +1,857.0% | +1,610.3% |
| 3Y | +2,587.6% | -78.3% | +2,665.8% | +2,290.7% |
| 5Y | +601.7% | -95.8% | +697.6% | +321.4% |
| All | +648.8% | -99.0% | +747.8% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling