+14.7%
QLD vs VXX
-51.0%
+65.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | -3.2% |
| 7D | -9.4% | -4.1% | -5.3% | -10.6% |
| 30D | -17.1% | -0.8% | -16.2% | -16.1% |
| 3M | -10.4% | -19.8% | +9.4% | -18.3% |
| 6M | +0.7% | -40.5% | +41.2% | -17.6% |
| YTD | +17.7% | -35.5% | +53.3% | +5.1% |
| 1Y | +14.7% | -51.1% | +65.8% | -11.8% |
| All | +14.7% | -51.0% | +65.7% | -11.8% |
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