+32.3%
DIS vs VXX
-77.4%
+109.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +2.1% |
| 7D | -1.3% | +7.2% | -8.4% | -0.2% |
| 30D | +2.2% | -5.8% | +8.0% | +1.3% |
| 3M | +8.1% | -29.0% | +37.2% | +3.0% |
| 6M | +5.2% | -44.0% | +49.2% | -2.6% |
| YTD | -6.3% | -28.7% | +22.4% | -9.4% |
| 1Y | -7.3% | -45.2% | +37.9% | -13.2% |
| All | +32.3% | -77.4% | +109.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling