+58.2%
QQQI vs VXX
-68.9%
+127.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.1% |
| 7D | -0.3% | +2.0% | -2.3% | +0.1% |
| 30D | -0.3% | -7.1% | +6.8% | -1.5% |
| 3M | +1.3% | -28.6% | +30.0% | -4.1% |
| 6M | +11.5% | -44.0% | +55.5% | +2.0% |
| YTD | +11.3% | -31.7% | +43.0% | +6.4% |
| 1Y | +16.9% | -46.3% | +63.2% | +8.2% |
| All | +58.2% | -68.9% | +127.1% | +46.5% |
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