+2.2%
DIS vs VXX
-99.0%
+101.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.1% |
| 7D | +1.2% | +2.0% | -0.8% | +1.6% |
| 30D | +3.2% | -7.1% | +10.3% | +1.8% |
| 3M | +7.0% | -28.6% | +35.6% | +0.6% |
| 6M | +6.4% | -44.0% | +50.4% | -3.7% |
| YTD | -5.6% | -31.7% | +26.1% | -10.4% |
| 1Y | -7.7% | -46.3% | +38.7% | -15.6% |
| 3Y | +33.2% | -78.3% | +111.4% | +14.2% |
| 5Y | -40.3% | -95.8% | +55.5% | -60.3% |
| All | +2.2% | -99.0% | +101.2% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling