-47.2%
CMCSA vs VXX
-95.6%
+48.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.4% |
| 7D | -4.9% | +2.0% | -6.8% | -4.6% |
| 30D | -1.1% | -7.1% | +6.0% | -1.9% |
| 3M | +6.6% | -28.6% | +35.2% | +2.6% |
| 6M | -15.5% | -44.0% | +28.5% | -20.5% |
| YTD | -6.7% | -31.7% | +25.1% | -9.6% |
| 1Y | -15.6% | -46.3% | +30.8% | -20.3% |
| 3Y | -33.7% | -78.3% | +44.6% | -40.5% |
| All | -47.2% | -95.6% | +48.4% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling