-70.8%
QXO vs VXX
-95.6%
+24.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.7% |
| 7D | -7.8% | +2.0% | -9.8% | -7.4% |
| 30D | -18.1% | -7.1% | -11.0% | -19.1% |
| 3M | -25.8% | -28.6% | +2.9% | -29.9% |
| 6M | -41.7% | -44.0% | +2.3% | -46.6% |
| YTD | -36.2% | -31.7% | -4.5% | -38.9% |
| 1Y | -42.1% | -46.3% | +4.3% | -46.1% |
| 3Y | -46.2% | -78.3% | +32.1% | -52.4% |
| All | -70.8% | -95.6% | +24.8% | -80.9% |
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