+122.5%
QLD vs VXX
-95.6%
+218.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | +0.2% |
| 7D | +1.9% | +1.6% | +0.3% | +2.7% |
| 30D | -1.8% | -9.5% | +7.7% | -6.0% |
| 3M | -0.1% | -27.3% | +27.2% | -11.6% |
| 6M | +32.6% | -43.3% | +75.9% | +7.8% |
| YTD | +27.9% | -30.9% | +58.8% | +16.7% |
| 1Y | +40.3% | -47.2% | +87.4% | +16.7% |
| 3Y | +182.5% | -78.5% | +261.0% | +116.7% |
| 5Y | +122.5% | -95.6% | +218.1% | -5.0% |
| All | +122.5% | -95.6% | +218.1% | -5.0% |
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