+115.2%
EXC vs VXX
-99.0%
+214.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.4% |
| 7D | +0.3% | +1.6% | -1.2% | +0.5% |
| 30D | -0.9% | -9.5% | +8.6% | -1.8% |
| 3M | -2.7% | -27.3% | +24.6% | -5.6% |
| 6M | -9.4% | -43.3% | +33.9% | -14.0% |
| YTD | +3.0% | -30.9% | +33.9% | +0.2% |
| 1Y | +5.1% | -47.2% | +52.3% | -0.2% |
| 3Y | +20.6% | -78.5% | +99.1% | +8.7% |
| 5Y | +45.7% | -95.6% | +141.3% | +10.0% |
| All | +115.2% | -99.0% | +214.1% | +42.8% |
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