+761.3%
QLD vs VXX
-99.0%
+860.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.6% |
| 7D | +0.6% | -3.5% | +4.1% | -1.0% |
| 30D | -0.1% | -13.6% | +13.5% | -6.4% |
| 3M | -8.4% | -24.6% | +16.2% | -17.3% |
| 6M | +32.2% | -39.9% | +72.1% | +11.1% |
| YTD | +28.9% | -33.1% | +62.0% | +15.8% |
| 1Y | +43.8% | -49.9% | +93.7% | +16.7% |
| 3Y | +176.6% | -79.1% | +255.7% | +111.5% |
| 5Y | +121.6% | -95.6% | +217.1% | +8.0% |
| All | +761.3% | -99.0% | +860.3% | +300.2% |
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 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