+20.3%
JPM vs VXX
-51.1%
+71.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.8% |
| 7D | +0.3% | -3.5% | +3.8% | -0.4% |
| 30D | -0.2% | -13.6% | +13.4% | -2.9% |
| 3M | +15.9% | -24.6% | +40.5% | +10.4% |
| 6M | +20.9% | -39.9% | +60.8% | +11.4% |
| YTD | +12.9% | -33.1% | +45.9% | +7.2% |
| 1Y | +20.3% | -49.9% | +70.2% | +9.3% |
| All | +20.3% | -51.1% | +71.4% | +9.3% |
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