+9.2%
DXCM vs VXX
-46.7%
+55.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -2.4% |
| 7D | -5.5% | +2.0% | -7.5% | -5.2% |
| 30D | -8.6% | -7.1% | -1.5% | -9.5% |
| 3M | +10.3% | -28.6% | +39.0% | +4.9% |
| 6M | +25.2% | -44.0% | +69.2% | +14.8% |
| YTD | +25.1% | -31.7% | +56.8% | +18.4% |
| 1Y | +9.2% | -46.3% | +55.6% | +1.2% |
| All | +9.2% | -46.7% | +55.9% | +1.2% |
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 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