+0.8%
DIS vs VXX
-99.0%
+99.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | +0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -1.7% |
| 30D | +0.1% | -11.5% | +11.6% | -2.1% |
| 3M | +7.1% | -27.3% | +34.4% | +1.1% |
| 6M | +4.3% | -49.6% | +53.8% | -7.5% |
| YTD | -6.9% | -32.0% | +25.1% | -11.8% |
| 1Y | -10.3% | -48.3% | +38.0% | -18.6% |
| 3Y | +32.8% | -78.9% | +111.7% | +13.2% |
| 5Y | -41.5% | -95.6% | +54.1% | -60.6% |
| All | +0.8% | -99.0% | +99.8% | -38.7% |
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 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