+237.5%
QCOM vs VXX
-99.0%
+336.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +1.7% |
| 7D | +7.8% | +2.0% | +5.9% | +8.5% |
| 30D | +12.2% | -7.1% | +19.3% | +10.1% |
| 3M | -9.9% | -28.6% | +18.8% | -17.3% |
| 6M | +36.9% | -44.0% | +80.9% | +19.4% |
| YTD | +8.0% | -31.7% | +39.8% | +1.3% |
| 1Y | +15.0% | -46.3% | +61.4% | +2.7% |
| 3Y | +75.8% | -78.3% | +154.1% | +48.4% |
| 5Y | +42.2% | -95.8% | +138.0% | -13.1% |
| All | +237.5% | -99.0% | +336.5% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling