+43.0%
EXC vs VXX
-95.6%
+138.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.7% |
| 7D | -1.1% | +2.0% | -3.1% | -1.0% |
| 30D | -3.6% | -7.1% | +3.4% | -3.9% |
| 3M | -4.3% | -28.6% | +24.4% | -5.4% |
| 6M | -9.9% | -44.0% | +34.0% | -11.8% |
| YTD | +1.8% | -31.7% | +33.5% | +0.7% |
| 1Y | +2.9% | -46.3% | +49.2% | +0.9% |
| 3Y | +19.1% | -78.3% | +97.4% | +13.2% |
| All | +43.0% | -95.6% | +138.6% | +18.4% |
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 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