-78.3%
VXX vs EXEL
+154.7%
-233.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -5.0% |
| 7D | +2.0% | -4.9% | +6.9% | +0.5% |
| 30D | -7.1% | +11.4% | -18.5% | -4.0% |
| 3M | -28.6% | +4.9% | -33.5% | -27.4% |
| 6M | -44.0% | +34.4% | -78.4% | -37.7% |
| YTD | -31.7% | +28.0% | -59.8% | -24.7% |
| 1Y | -46.3% | +43.6% | -90.0% | -38.3% |
| 3Y | -78.3% | +155.2% | -233.5% | -68.9% |
| All | -78.3% | +154.7% | -233.0% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling