+231.1%
HOOD vs VXX
-96.2%
+327.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.0% |
| 7D | +7.7% | +1.6% | +6.2% | +8.7% |
| 30D | +22.0% | -9.5% | +31.4% | +17.3% |
| 3M | +37.6% | -27.3% | +64.9% | +21.2% |
| 6M | +45.3% | -43.3% | +88.6% | +18.4% |
| YTD | +1.9% | -30.9% | +32.8% | -6.8% |
| 1Y | -2.7% | -47.2% | +44.5% | -18.0% |
| 3Y | +973.4% | -78.5% | +1,051.9% | +781.6% |
| 5Y | +179.3% | -95.6% | +274.9% | +45.4% |
| All | +231.1% | -96.2% | +327.2% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling