+4.5%
QQQM vs VXX
-36.4%
+40.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +30.1% | -36.5% | +1.2% |
| 7D | -9.4% | +27.5% | -36.9% | -2.3% |
| 30D | -14.7% | +32.5% | -47.2% | -6.8% |
| 3M | -9.6% | +8.2% | -17.8% | -6.0% |
| 6M | -4.7% | -22.7% | +18.0% | -7.5% |
| YTD | +5.9% | -16.1% | +22.0% | +7.1% |
| 1Y | +4.5% | -34.0% | +38.6% | -1.0% |
| All | +4.5% | -36.4% | +40.9% | -1.0% |
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