-78.0%
VXX vs EXPD
+69.2%
-147.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +2.7% |
| 7D | +1.6% | +1.2% | +0.4% | +2.4% |
| 30D | -9.5% | +5.2% | -14.7% | -5.9% |
| 3M | -27.3% | +13.2% | -40.5% | -19.9% |
| 6M | -43.3% | +30.3% | -73.6% | -30.0% |
| YTD | -30.9% | +27.0% | -57.9% | -15.2% |
| 1Y | -47.2% | +57.3% | -104.5% | -18.8% |
| All | -78.0% | +69.2% | -147.2% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling