+52.7%
INFY vs VXX
-99.0%
+151.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.8% |
| 7D | -5.4% | +2.0% | -7.4% | -5.0% |
| 30D | -9.9% | -7.1% | -2.8% | -10.8% |
| 3M | -4.6% | -28.6% | +24.1% | -9.4% |
| 6M | -18.5% | -44.0% | +25.5% | -25.1% |
| YTD | -36.5% | -31.7% | -4.8% | -39.2% |
| 1Y | -32.8% | -46.3% | +13.6% | -37.5% |
| 3Y | -32.2% | -78.3% | +46.1% | -40.2% |
| 5Y | -44.7% | -95.8% | +51.1% | -60.7% |
| All | +52.7% | -99.0% | +151.7% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling