+50.8%
NDAQ vs VXX
-95.6%
+146.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.3% |
| 7D | -5.6% | +2.0% | -7.5% | -5.2% |
| 30D | -4.4% | -7.1% | +2.7% | -5.4% |
| 3M | +5.9% | -28.6% | +34.5% | +0.5% |
| 6M | +7.7% | -44.0% | +51.7% | -1.1% |
| YTD | -5.2% | -31.7% | +26.6% | -9.1% |
| 1Y | -3.4% | -46.3% | +43.0% | -10.2% |
| 3Y | +85.6% | -78.3% | +163.9% | +62.5% |
| All | +50.8% | -95.6% | +146.4% | +2.9% |
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