-39.6%
BABA vs VXX
-99.0%
+59.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.2% |
| 7D | -0.2% | -3.0% | +2.9% | -0.8% |
| 30D | -12.3% | -11.5% | -0.8% | -14.5% |
| 3M | -5.3% | -27.3% | +22.0% | -10.9% |
| 6M | -13.1% | -49.6% | +36.5% | -23.4% |
| YTD | -22.4% | -32.0% | +9.6% | -26.5% |
| 1Y | -19.5% | -48.3% | +28.8% | -27.0% |
| 3Y | +32.9% | -78.9% | +111.8% | +12.4% |
| 5Y | -29.9% | -95.6% | +65.7% | -53.4% |
| All | -39.6% | -99.0% | +59.3% | -62.0% |
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