-32.2%
INFY vs VXX
-78.4%
+46.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.9% |
| 7D | -5.4% | +2.0% | -7.4% | -5.1% |
| 30D | -9.9% | -7.1% | -2.8% | -10.6% |
| 3M | -4.6% | -28.6% | +24.1% | -8.3% |
| 6M | -18.5% | -44.0% | +25.5% | -23.7% |
| YTD | -36.5% | -31.7% | -4.8% | -38.6% |
| 1Y | -32.8% | -46.3% | +13.6% | -36.5% |
| 3Y | -32.2% | -78.3% | +46.1% | -38.5% |
| All | -32.2% | -78.4% | +46.2% | -38.5% |
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 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