+750.6%
QLD vs VXX
-99.0%
+849.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | -0.2% |
| 7D | -1.2% | +2.0% | -3.2% | -0.2% |
| 30D | -3.0% | -7.1% | +4.1% | -5.9% |
| 3M | -2.8% | -28.6% | +25.8% | -15.0% |
| 6M | +32.0% | -44.0% | +76.0% | +6.7% |
| YTD | +27.3% | -31.7% | +59.0% | +15.5% |
| 1Y | +37.9% | -46.3% | +84.3% | +15.6% |
| 3Y | +174.6% | -78.3% | +252.9% | +114.1% |
| 5Y | +124.8% | -95.8% | +220.6% | +6.5% |
| All | +750.6% | -99.0% | +849.6% | +299.2% |
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 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