+222.9%
QCOM vs VXX
-99.0%
+321.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +3.6% |
| 7D | +5.1% | -3.0% | +8.1% | +4.2% |
| 30D | +4.3% | -11.5% | +15.7% | +0.9% |
| 3M | -19.6% | -27.3% | +7.7% | -25.7% |
| 6M | +29.5% | -49.6% | +79.0% | +9.8% |
| YTD | +3.4% | -32.0% | +35.4% | -3.3% |
| 1Y | +10.9% | -48.3% | +59.2% | -2.0% |
| 3Y | +74.8% | -78.9% | +153.6% | +46.3% |
| 5Y | +36.2% | -95.6% | +131.8% | -15.6% |
| All | +222.9% | -99.0% | +321.9% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling