+132.0%
DIA vs VXX
-98.9%
+230.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.1% |
| 7D | -3.0% | +7.2% | -10.2% | -1.8% |
| 30D | -3.0% | -5.8% | +2.8% | -4.0% |
| 3M | +4.5% | -29.0% | +33.5% | -1.3% |
| 6M | +9.8% | -44.0% | +53.8% | +0.2% |
| YTD | +9.3% | -28.7% | +38.0% | +5.2% |
| 1Y | +16.0% | -45.2% | +61.1% | +7.4% |
| 3Y | +57.7% | -77.8% | +135.6% | +37.5% |
| 5Y | +63.8% | -95.6% | +159.4% | +12.0% |
| All | +132.0% | -98.9% | +230.9% | +48.2% |
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