+93.3%
QQQM vs VXX
-78.4%
+171.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | 0.0% |
| 7D | -0.6% | +2.0% | -2.5% | -0.1% |
| 30D | -1.2% | -7.1% | +5.9% | -2.6% |
| 3M | -0.1% | -28.6% | +28.5% | -6.2% |
| 6M | +18.0% | -44.0% | +61.9% | +6.5% |
| YTD | +16.7% | -31.7% | +48.4% | +10.9% |
| 1Y | +23.0% | -46.3% | +69.4% | +12.6% |
| 3Y | +93.3% | -78.3% | +171.6% | +69.2% |
| All | +93.3% | -78.4% | +171.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling