-35.2%
QXO vs VXX
-99.0%
+63.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.5% |
| 7D | -7.8% | +2.0% | -9.8% | -7.5% |
| 30D | -18.1% | -7.1% | -11.0% | -18.9% |
| 3M | -25.8% | -28.6% | +2.9% | -29.0% |
| 6M | -41.7% | -44.0% | +2.3% | -45.5% |
| YTD | -36.2% | -31.7% | -4.5% | -38.1% |
| 1Y | -42.1% | -46.3% | +4.3% | -45.2% |
| 3Y | -46.2% | -78.3% | +32.1% | -50.3% |
| 5Y | -70.7% | -95.8% | +25.1% | -76.9% |
| All | -35.2% | -99.0% | +63.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling