+16.1%
JPM vs VXX
-51.0%
+67.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.6% | +13.8% | +2.4% |
| 7D | +3.8% | -4.1% | +7.9% | +3.2% |
| 30D | +6.5% | -0.8% | +7.3% | +6.6% |
| 3M | -1.0% | -19.8% | +18.8% | -4.8% |
| 6M | +15.5% | -40.5% | +56.0% | +5.1% |
| YTD | +11.4% | -35.5% | +46.9% | +5.8% |
| 1Y | +16.1% | -51.1% | +67.2% | +4.3% |
| All | +16.1% | -51.0% | +67.1% | +4.3% |
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