-98.9%
VXX vs EXEL
+88.6%
-187.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +2.4% |
| 7D | +7.2% | -2.9% | +10.0% | +5.6% |
| 30D | -5.8% | +11.9% | -17.7% | -0.1% |
| 3M | -29.0% | +9.2% | -38.2% | -25.4% |
| 6M | -44.0% | +39.1% | -83.1% | -32.4% |
| YTD | -28.7% | +31.0% | -59.7% | -15.8% |
| 1Y | -45.2% | +52.3% | -97.5% | -29.3% |
| 3Y | -77.8% | +159.7% | -237.6% | -57.7% |
| 5Y | -95.6% | +187.7% | -283.4% | -90.2% |
| All | -98.9% | +88.6% | -187.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling