+29.4%
NDAQ vs VXX
-51.0%
+80.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +1.3% |
| 7D | +3.9% | -4.1% | +8.0% | +3.5% |
| 30D | +19.0% | -0.8% | +19.8% | +19.1% |
| 3M | +17.6% | -19.8% | +37.4% | +14.0% |
| 6M | +21.0% | -40.5% | +61.5% | +12.4% |
| YTD | +14.1% | -35.5% | +49.6% | +11.1% |
| 1Y | +29.4% | -51.1% | +80.5% | +22.8% |
| All | +29.4% | -51.0% | +80.5% | +22.8% |
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 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