-99.0%
VXX vs EXPD
+217.7%
-316.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.3% |
| 7D | +2.0% | +2.0% | 0.0% | +4.4% |
| 30D | -7.1% | +4.4% | -11.5% | -2.3% |
| 3M | -28.6% | +15.7% | -44.4% | -15.5% |
| 6M | -44.0% | +37.5% | -81.5% | -18.7% |
| YTD | -31.7% | +29.9% | -61.7% | -6.3% |
| 1Y | -46.3% | +57.8% | -104.1% | -4.8% |
| 3Y | -78.3% | +71.6% | -149.9% | -50.3% |
| 5Y | -95.8% | +62.2% | -158.1% | -90.3% |
| All | -99.0% | +217.7% | -316.6% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling