+228.0%
CSCO vs VXX
-98.9%
+326.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.2% |
| 7D | -1.1% | +7.2% | -8.2% | +0.2% |
| 30D | -10.8% | -5.8% | -5.0% | -11.7% |
| 3M | -9.2% | -29.0% | +19.8% | -14.3% |
| 6M | +39.5% | -44.0% | +83.5% | +27.4% |
| YTD | +41.5% | -28.7% | +70.2% | +36.3% |
| 1Y | +61.0% | -45.2% | +106.1% | +49.0% |
| 3Y | +105.2% | -77.8% | +183.0% | +78.8% |
| 5Y | +113.4% | -95.6% | +209.1% | +44.7% |
| All | +228.0% | -98.9% | +326.9% | +112.7% |
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 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