+22.1%
ISRG vs VXX
-78.4%
+100.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +1.6% |
| 7D | +0.7% | +2.0% | -1.3% | +1.1% |
| 30D | -8.0% | -7.1% | -0.9% | -9.2% |
| 3M | -10.6% | -28.6% | +18.0% | -15.6% |
| 6M | -25.1% | -44.0% | +18.9% | -31.7% |
| YTD | -34.8% | -31.7% | -3.1% | -37.8% |
| 1Y | -19.0% | -46.3% | +27.3% | -25.3% |
| 3Y | +22.1% | -78.3% | +100.4% | +4.9% |
| All | +22.1% | -78.4% | +100.5% | +4.9% |
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