+20.6%
MSFT vs VXX
-49.3%
+69.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -0.7% |
| 30D | -2.7% | -9.5% | +6.8% | -4.7% |
| 3M | +22.1% | -27.3% | +49.4% | +15.0% |
| 6M | +20.6% | -43.3% | +63.9% | +9.8% |
| All | +20.6% | -49.3% | +69.9% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling