+103.2%
INTC vs VXX
-95.6%
+198.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.3% |
| 7D | +7.5% | +2.0% | +5.5% | +8.2% |
| 30D | +2.0% | -7.1% | +9.1% | -0.2% |
| 3M | -12.0% | -28.6% | +16.6% | -19.5% |
| 6M | +114.5% | -44.0% | +158.5% | +86.2% |
| YTD | +179.0% | -31.7% | +210.7% | +161.8% |
| 1Y | +318.3% | -46.3% | +364.6% | +273.1% |
| 3Y | +171.2% | -78.3% | +249.5% | +136.6% |
| All | +103.2% | -95.6% | +198.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling