-49.4%
BABA vs VXX
-98.9%
+49.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.5% |
| 7D | -13.8% | -14.7% | +0.9% | -16.4% |
| 30D | -15.1% | +8.9% | -24.0% | -12.7% |
| 3M | -22.7% | -4.5% | -18.2% | -22.6% |
| 6M | -34.7% | -34.0% | -0.7% | -39.0% |
| YTD | -35.0% | -29.2% | -5.8% | -37.2% |
| 1Y | -40.4% | -46.8% | +6.4% | -45.6% |
| 3Y | +21.9% | -76.2% | +98.2% | +5.8% |
| 5Y | -39.9% | -94.3% | +54.4% | -57.7% |
| All | -49.4% | -98.9% | +49.5% | -67.5% |
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