+319.1%
DELL vs VXX
-51.1%
+370.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.7% |
| 7D | +14.9% | -3.5% | +18.4% | +13.9% |
| 30D | +13.3% | -13.6% | +26.9% | +9.0% |
| 3M | +24.4% | -24.6% | +49.0% | +16.2% |
| 6M | +258.0% | -39.9% | +297.9% | +222.2% |
| YTD | +320.2% | -33.1% | +353.2% | +297.0% |
| 1Y | +319.1% | -49.9% | +369.0% | +282.2% |
| All | +319.1% | -51.1% | +370.2% | +282.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling