+2,416.0%
DELL vs VXX
-99.0%
+2,515.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.3% |
| 6M | +286.8% | -44.0% | +330.8% | +241.2% |
| YTD | +354.8% | -31.7% | +386.5% | +329.1% |
| 1Y | +358.3% | -46.3% | +404.6% | +312.3% |
| 3Y | +724.9% | -78.3% | +803.2% | +617.0% |
| 5Y | +1,193.7% | -95.8% | +1,289.5% | +738.2% |
| All | +2,416.0% | -99.0% | +2,515.0% | +1,372.2% |
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 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