-95.7%
VXX vs EXPD
+61.1%
-156.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.9% |
| 7D | +2.0% | +2.0% | 0.0% | +3.7% |
| 30D | -7.1% | +4.4% | -11.5% | -3.8% |
| 3M | -28.6% | +15.7% | -44.4% | -19.6% |
| 6M | -44.0% | +37.5% | -81.5% | -27.0% |
| YTD | -31.7% | +29.9% | -61.7% | -14.0% |
| 1Y | -46.3% | +57.8% | -104.1% | -18.3% |
| 3Y | -78.3% | +71.6% | -149.9% | -59.4% |
| All | -95.7% | +61.1% | -156.7% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling