+1,145.9%
DELL vs VXX
-95.6%
+1,241.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.3% | +16.3% | +10.8% |
| 7D | +8.2% | +2.0% | +6.3% | +9.0% |
| 30D | +17.1% | -7.1% | +24.2% | +15.3% |
| 3M | +45.2% | -28.6% | +73.8% | +33.9% |
| 6M | +286.8% | -44.0% | +330.8% | +239.6% |
| YTD | +354.8% | -31.7% | +386.5% | +328.3% |
| 1Y | +358.3% | -46.3% | +404.6% | +310.9% |
| 3Y | +724.9% | -78.3% | +803.2% | +618.8% |
| All | +1,145.9% | -95.6% | +1,241.6% | +737.1% |
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