-18.9%
EXE vs VXX
-51.0%
+32.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.6% |
| 7D | -4.7% | -4.1% | -0.5% | -4.5% |
| 30D | +1.0% | -0.8% | +1.8% | +1.1% |
| 3M | -5.6% | -19.8% | +14.2% | -5.2% |
| 6M | -12.3% | -40.5% | +28.2% | -11.7% |
| YTD | -19.5% | -35.5% | +16.1% | -19.7% |
| 1Y | -18.9% | -51.1% | +32.2% | -22.2% |
| All | -18.9% | -51.0% | +32.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling