+143.3%
DELL vs VXX
-51.0%
+194.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.6% | +0.8% | -12.4% |
| 7D | -24.6% | -4.1% | -20.5% | -25.3% |
| 30D | -32.5% | -0.8% | -31.7% | -31.7% |
| 3M | -20.2% | -19.8% | -0.4% | -24.0% |
| 6M | +76.5% | -40.5% | +117.0% | +56.0% |
| YTD | +198.9% | -35.5% | +234.5% | +187.2% |
| 1Y | +143.3% | -51.1% | +194.4% | +108.3% |
| All | +143.3% | -51.0% | +194.4% | +108.3% |
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