-49.9%
VXX vs EXEL
+59.2%
-109.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -3.5% | +8.4% | -11.9% | -1.9% |
| 30D | -13.6% | +4.1% | -17.7% | -12.9% |
| 3M | -24.6% | +12.4% | -37.0% | -22.4% |
| 6M | -39.9% | +41.5% | -81.4% | -33.0% |
| YTD | -33.1% | +34.6% | -67.7% | -25.7% |
| 1Y | -49.9% | +57.9% | -107.8% | -42.6% |
| All | -49.9% | +59.2% | -109.1% | -42.6% |
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