-51.1%
VXX vs EXEL
+92.4%
-143.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.5% |
| 7D | -4.1% | +9.8% | -13.9% | -2.0% |
| 30D | -0.8% | +23.6% | -24.4% | +4.9% |
| 3M | -19.8% | +29.9% | -49.7% | -13.8% |
| 6M | -40.5% | +64.7% | -105.2% | -28.5% |
| YTD | -35.5% | +66.0% | -101.5% | -19.5% |
| 1Y | -51.1% | +92.0% | -143.1% | -33.1% |
| All | -51.1% | +92.4% | -143.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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