+152.5%
JPM vs VXX
-95.6%
+248.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +14.1% | -28.6% | +42.8% | +7.9% |
| 6M | +25.1% | -44.0% | +69.1% | +14.1% |
| YTD | +12.1% | -31.7% | +43.9% | +7.1% |
| 1Y | +18.8% | -46.3% | +65.2% | +9.8% |
| 3Y | +163.4% | -78.3% | +241.7% | +130.6% |
| All | +152.5% | -95.6% | +248.2% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling