+330.8%
JCI vs VXX
-99.0%
+429.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.4% |
| 7D | +0.7% | +2.0% | -1.2% | +1.2% |
| 30D | -4.4% | -7.1% | +2.7% | -5.8% |
| 3M | +1.7% | -28.6% | +30.3% | -4.4% |
| 6M | +8.8% | -44.0% | +52.8% | -1.4% |
| YTD | +22.6% | -31.7% | +54.4% | +16.7% |
| 1Y | +36.2% | -46.3% | +82.6% | +24.8% |
| 3Y | +168.0% | -78.3% | +246.3% | +133.8% |
| 5Y | +113.5% | -95.8% | +209.3% | +47.9% |
| All | +330.8% | -99.0% | +429.8% | +177.2% |
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