+653.4%
QLD vs VXX
-98.9%
+752.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.4% |
| 7D | +7.0% | -14.7% | +21.7% | +0.4% |
| 30D | -14.3% | +8.9% | -23.2% | -6.5% |
| 3M | -16.0% | -4.5% | -11.5% | -13.2% |
| 6M | -14.2% | -34.0% | +19.7% | -23.0% |
| YTD | +12.8% | -29.2% | +42.0% | +9.5% |
| 1Y | +14.1% | -46.8% | +60.9% | -1.9% |
| 3Y | +146.0% | -76.2% | +222.2% | +104.3% |
| 5Y | +82.0% | -94.3% | +176.3% | +3.2% |
| All | +653.4% | -98.9% | +752.4% | +278.4% |
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