-14.2%
QLD vs VXX
-32.9%
+18.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.2% |
| 7D | +7.0% | -14.7% | +21.7% | -1.1% |
| 30D | -14.3% | +8.9% | -23.2% | -4.6% |
| 3M | -16.0% | -4.5% | -11.5% | -14.8% |
| 6M | -14.2% | -34.0% | +19.7% | -33.9% |
| All | -14.2% | -32.9% | +18.7% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling