+44.6%
DXCM vs VXX
-51.0%
+95.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.6% | +16.3% | +5.2% |
| 7D | +12.5% | -4.1% | +16.6% | +11.9% |
| 30D | +1.8% | -0.8% | +2.6% | +1.9% |
| 3M | +1.8% | -19.8% | +21.6% | -1.3% |
| 6M | +47.4% | -40.5% | +87.9% | +35.9% |
| YTD | +33.3% | -35.5% | +68.9% | +24.8% |
| 1Y | +44.6% | -51.1% | +95.7% | +31.4% |
| All | +44.6% | -51.0% | +95.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling