+9.0%
MSFT vs VXX
-51.0%
+60.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.6% | +16.3% | +4.8% |
| 7D | +4.7% | -4.1% | +8.8% | +4.0% |
| 30D | +5.8% | -0.8% | +6.6% | +6.0% |
| 3M | +13.0% | -19.8% | +32.8% | +9.4% |
| 6M | +34.9% | -40.5% | +75.4% | +25.8% |
| YTD | +15.7% | -35.5% | +51.2% | +10.3% |
| 1Y | +9.0% | -51.1% | +60.1% | -0.3% |
| All | +9.0% | -51.0% | +60.0% | -0.3% |
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