-21.2%
DXCM vs VXX
-77.4%
+56.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +1.2% |
| 7D | -5.8% | +7.2% | -12.9% | -4.9% |
| 30D | -5.6% | -5.8% | +0.2% | -6.3% |
| 3M | +13.0% | -29.0% | +42.0% | +8.4% |
| 6M | +24.7% | -44.0% | +68.7% | +16.7% |
| YTD | +27.3% | -28.7% | +56.0% | +23.6% |
| 1Y | +11.2% | -45.2% | +56.4% | +5.2% |
| All | -21.2% | -77.4% | +56.2% | -30.7% |
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 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