-29.4%
QXO vs VXX
-36.4%
+7.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +30.1% | -38.2% | +5.3% |
| 7D | +2.3% | +27.5% | -25.2% | +16.8% |
| 30D | -3.9% | +32.5% | -36.4% | +12.3% |
| 3M | -26.8% | +8.2% | -35.0% | -22.4% |
| 6M | -38.3% | -22.7% | -15.6% | -43.3% |
| YTD | -39.7% | -16.1% | -23.5% | -40.0% |
| 1Y | -29.4% | -34.0% | +4.6% | -38.6% |
| All | -29.4% | -36.4% | +7.0% | -38.6% |
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