+85.5%
ETN vs VXX
-78.4%
+163.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +2.8% |
| 7D | +3.5% | +2.0% | +1.6% | +4.2% |
| 30D | -7.5% | -7.1% | -0.4% | -9.1% |
| 3M | +8.3% | -28.6% | +37.0% | +0.4% |
| 6M | +20.2% | -44.0% | +64.2% | +6.4% |
| YTD | +34.7% | -31.7% | +66.4% | +26.9% |
| 1Y | +19.4% | -46.3% | +65.8% | +7.5% |
| 3Y | +85.5% | -78.3% | +163.8% | +57.0% |
| All | +85.5% | -78.4% | +163.9% | +57.0% |
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