+163.4%
JPM vs VXX
-78.4%
+241.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | 0.0% |
| 7D | -0.7% | +2.0% | -2.6% | -0.3% |
| 30D | -2.5% | -7.1% | +4.6% | -3.6% |
| 3M | +14.1% | -28.6% | +42.8% | +8.3% |
| 6M | +25.1% | -44.0% | +69.1% | +14.8% |
| YTD | +12.1% | -31.7% | +43.9% | +7.4% |
| 1Y | +18.8% | -46.3% | +65.2% | +10.4% |
| 3Y | +163.4% | -78.3% | +241.7% | +137.7% |
| All | +163.4% | -78.4% | +241.8% | +137.7% |
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