+77.8%
JNJ vs VXX
-78.4%
+156.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | -3.5% | +2.0% | -5.5% | -3.5% |
| 30D | +2.3% | -7.1% | +9.4% | +2.3% |
| 3M | +12.0% | -28.6% | +40.6% | +11.8% |
| 6M | +10.5% | -44.0% | +54.5% | +10.1% |
| YTD | +30.4% | -31.7% | +62.1% | +30.1% |
| 1Y | +52.1% | -46.3% | +98.5% | +51.6% |
| 3Y | +77.8% | -78.3% | +156.1% | +68.5% |
| All | +77.8% | -78.4% | +156.2% | +68.5% |
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