-41.4%
BABA vs VXX
-99.0%
+57.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.2% |
| 7D | -3.5% | +2.0% | -5.5% | -3.0% |
| 30D | -12.7% | -7.1% | -5.6% | -14.0% |
| 3M | -3.0% | -28.6% | +25.6% | -9.2% |
| 6M | -19.1% | -44.0% | +24.9% | -27.2% |
| YTD | -24.7% | -31.7% | +7.0% | -28.6% |
| 1Y | -29.0% | -46.3% | +17.3% | -35.2% |
| 3Y | +30.9% | -78.3% | +109.2% | +11.5% |
| 5Y | -30.9% | -95.8% | +64.9% | -54.6% |
| All | -41.4% | -99.0% | +57.5% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling