+5.0%
QQQI vs VXX
-35.2%
+40.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.0% |
| 7D | -4.2% | +14.3% | -18.5% | -0.3% |
| 30D | -11.6% | +29.9% | -41.4% | -4.7% |
| 3M | -6.4% | +8.5% | -14.9% | -3.0% |
| 6M | -4.7% | -21.8% | +17.1% | -7.1% |
| YTD | +3.3% | -17.1% | +20.4% | +4.0% |
| 1Y | +5.0% | -37.3% | +42.3% | -1.6% |
| All | +5.0% | -35.2% | +40.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling