+170.7%
INTC vs VXX
-99.0%
+269.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.4% |
| 7D | +7.5% | +2.0% | +5.5% | +8.2% |
| 30D | +2.0% | -7.1% | +9.1% | -0.1% |
| 3M | -12.0% | -28.6% | +16.6% | -19.1% |
| 6M | +114.5% | -44.0% | +158.5% | +87.9% |
| YTD | +179.0% | -31.7% | +210.7% | +163.5% |
| 1Y | +318.3% | -46.3% | +364.6% | +276.3% |
| 3Y | +171.2% | -78.3% | +249.5% | +136.3% |
| 5Y | +107.6% | -95.8% | +203.4% | +32.0% |
| All | +170.7% | -99.0% | +269.7% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling