+73.9%
MSFT vs VXX
-95.6%
+169.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.2% |
| 7D | -0.8% | +2.0% | -2.8% | -0.4% |
| 30D | +0.8% | -7.1% | +7.9% | -0.5% |
| 3M | +27.2% | -28.6% | +55.8% | +20.1% |
| 6M | +22.9% | -44.0% | +66.9% | +11.8% |
| YTD | +3.1% | -31.7% | +34.9% | -1.7% |
| 1Y | -0.3% | -46.3% | +46.1% | -8.4% |
| 3Y | +50.1% | -78.3% | +128.4% | +29.5% |
| All | +73.9% | -95.6% | +169.5% | +9.4% |
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