+122.0%
CSCO vs VXX
-95.6%
+217.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +3.7% |
| 7D | +2.7% | +2.0% | +0.7% | +3.0% |
| 30D | -9.5% | -7.1% | -2.4% | -10.4% |
| 3M | -7.6% | -28.6% | +21.0% | -11.7% |
| 6M | +44.9% | -44.0% | +88.9% | +34.9% |
| YTD | +47.7% | -31.7% | +79.4% | +42.6% |
| 1Y | +69.1% | -46.3% | +115.4% | +58.9% |
| 3Y | +113.5% | -78.3% | +191.8% | +91.5% |
| All | +122.0% | -95.6% | +217.6% | +62.7% |
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