+19.3%
ETN vs VXX
-51.1%
+70.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | +2.0% | -3.5% | +5.5% | +1.0% |
| 30D | -7.9% | -13.6% | +5.7% | -11.7% |
| 3M | -1.6% | -24.6% | +23.0% | -8.2% |
| 6M | +16.9% | -39.9% | +56.7% | +5.0% |
| YTD | +30.1% | -33.1% | +63.1% | +20.9% |
| 1Y | +19.3% | -49.9% | +69.2% | +6.5% |
| All | +19.3% | -51.1% | +70.4% | +6.5% |
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