-35.0%
JD vs VXX
-99.0%
+64.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.1% |
| 7D | -3.0% | +1.6% | -4.5% | -2.6% |
| 30D | -19.3% | -9.5% | -9.9% | -21.1% |
| 3M | -6.0% | -27.3% | +21.3% | -12.3% |
| 6M | +1.8% | -43.3% | +45.1% | -9.6% |
| YTD | -2.6% | -30.9% | +28.3% | -8.3% |
| 1Y | -17.4% | -47.2% | +29.7% | -26.2% |
| 3Y | -8.6% | -78.5% | +69.9% | -24.7% |
| 5Y | -61.6% | -95.6% | +34.0% | -76.3% |
| All | -35.0% | -99.0% | +64.0% | -61.9% |
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 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