+162.4%
EXPE vs VXX
-78.4%
+240.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.4% |
| 7D | -5.8% | +2.0% | -7.7% | -5.3% |
| 30D | -13.6% | -7.1% | -6.5% | -15.1% |
| 3M | +25.2% | -28.6% | +53.8% | +15.8% |
| 6M | +22.3% | -44.0% | +66.3% | +7.9% |
| YTD | -0.3% | -31.7% | +31.4% | -6.2% |
| 1Y | +27.8% | -46.3% | +74.2% | +14.9% |
| 3Y | +162.4% | -78.3% | +240.7% | +111.3% |
| All | +162.4% | -78.4% | +240.8% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling