-7.0%
JD vs VXX
-78.4%
+71.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.5% |
| 7D | -4.2% | +2.0% | -6.2% | -3.9% |
| 30D | -14.4% | -7.1% | -7.3% | -15.3% |
| 3M | -3.6% | -28.6% | +25.1% | -8.0% |
| 6M | -0.3% | -44.0% | +43.7% | -7.8% |
| YTD | -2.4% | -31.7% | +29.4% | -6.1% |
| 1Y | -18.5% | -46.3% | +27.8% | -23.9% |
| 3Y | -7.0% | -78.3% | +71.2% | -20.1% |
| All | -7.0% | -78.4% | +71.4% | -20.1% |
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