+289.3%
INTC vs VXX
-51.1%
+340.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.8% |
| 7D | +7.1% | -3.5% | +10.6% | +5.3% |
| 30D | -5.2% | -13.6% | +8.4% | -11.5% |
| 3M | -14.3% | -24.6% | +10.3% | -23.1% |
| 6M | +110.2% | -39.9% | +150.1% | +75.8% |
| YTD | +159.6% | -33.1% | +192.7% | +128.6% |
| 1Y | +289.3% | -49.9% | +339.2% | +223.6% |
| All | +289.3% | -51.1% | +340.4% | +223.6% |
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 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