-26.9%
INFY vs VXX
-51.1%
+24.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -2.9% | -3.5% | +0.6% | -3.3% |
| 30D | -6.2% | -13.6% | +7.4% | -7.7% |
| 3M | -4.9% | -24.6% | +19.7% | -7.7% |
| 6M | -16.6% | -39.9% | +23.3% | -21.0% |
| YTD | -32.9% | -33.1% | +0.1% | -34.2% |
| 1Y | -26.9% | -49.9% | +23.0% | -32.4% |
| All | -26.9% | -51.1% | +24.2% | -32.4% |
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