+169.7%
EXE vs VXX
-98.3%
+268.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.6% |
| 7D | -3.1% | +2.0% | -5.1% | -2.9% |
| 30D | -0.9% | -7.1% | +6.2% | -1.8% |
| 3M | +9.6% | -28.6% | +38.2% | +5.2% |
| 6M | -11.6% | -44.0% | +32.4% | -17.4% |
| YTD | -12.6% | -31.7% | +19.2% | -15.7% |
| 1Y | +1.2% | -46.3% | +47.5% | -4.9% |
| 3Y | +18.0% | -78.3% | +96.3% | +6.5% |
| 5Y | +101.1% | -95.8% | +196.9% | +49.8% |
| All | +169.7% | -98.3% | +268.0% | +94.8% |
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