-19.3%
ISRG vs VXX
-51.1%
+31.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | -1.6% | -3.5% | +1.9% | -2.3% |
| 30D | -2.3% | -13.6% | +11.3% | -5.3% |
| 3M | -12.4% | -24.6% | +12.2% | -16.8% |
| 6M | -26.8% | -39.9% | +13.0% | -32.7% |
| YTD | -35.3% | -33.1% | -2.2% | -38.6% |
| 1Y | -19.3% | -49.9% | +30.6% | -26.6% |
| All | -19.3% | -51.1% | +31.8% | -26.6% |
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