+19.4%
ITW vs VXX
-36.4%
+55.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +30.1% | -32.9% | +0.8% |
| 7D | +1.4% | +27.5% | -26.1% | +4.9% |
| 30D | +6.8% | +32.5% | -25.7% | +11.2% |
| 3M | -3.4% | +8.2% | -11.6% | -2.0% |
| 6M | +13.5% | -22.7% | +36.2% | +10.4% |
| YTD | +18.1% | -16.1% | +34.2% | +15.9% |
| 1Y | +19.4% | -34.0% | +53.5% | +15.7% |
| All | +19.4% | -36.4% | +55.8% | +15.7% |
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