+38.2%
QCOM vs VXX
-95.3%
+133.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +1.2% |
| 7D | +4.9% | +7.2% | -2.2% | +7.1% |
| 30D | +9.3% | -5.8% | +15.2% | +7.6% |
| 3M | -7.0% | -29.0% | +22.0% | -15.0% |
| 6M | +32.0% | -44.0% | +76.0% | +14.7% |
| YTD | +5.0% | -28.7% | +33.7% | -0.5% |
| 1Y | +13.6% | -45.2% | +58.8% | +1.7% |
| 3Y | +77.6% | -77.8% | +155.4% | +49.9% |
| 5Y | +38.2% | -95.6% | +133.8% | -20.2% |
| All | +38.2% | -95.3% | +133.5% | -20.2% |
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