-5.1%
DASH vs VXX
-95.6%
+90.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.1% |
| 7D | -12.8% | +1.6% | -14.4% | -12.4% |
| 30D | -6.0% | -9.5% | +3.4% | -8.5% |
| 3M | +26.7% | -27.3% | +54.0% | +17.1% |
| 6M | +11.7% | -43.3% | +55.0% | -2.3% |
| YTD | -12.9% | -30.9% | +18.0% | -18.4% |
| 1Y | -23.1% | -47.2% | +24.1% | -32.1% |
| 3Y | +140.0% | -78.5% | +218.5% | +87.3% |
| 5Y | -5.1% | -95.6% | +90.6% | -55.6% |
| All | -5.1% | -95.6% | +90.5% | -55.6% |
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