+1,523.5%
TSLA vs VXX
-99.0%
+1,622.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -1.0% |
| 7D | +3.2% | +2.0% | +1.2% | +4.0% |
| 30D | +11.6% | -7.1% | +18.7% | +9.1% |
| 3M | -8.4% | -28.6% | +20.2% | -17.3% |
| 6M | -10.4% | -44.0% | +33.6% | -24.1% |
| YTD | -18.7% | -31.7% | +13.0% | -24.9% |
| 1Y | -0.9% | -46.3% | +45.4% | -13.7% |
| 3Y | +33.6% | -78.3% | +111.8% | +11.8% |
| 5Y | +48.9% | -95.8% | +144.7% | -13.4% |
| All | +1,523.5% | -99.0% | +1,622.5% | +744.2% |
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 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