-99.0%
VXX vs EXPD
+211.4%
-310.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +1.6% |
| 7D | -3.5% | -1.1% | -2.3% | -4.8% |
| 30D | -13.6% | +4.1% | -17.7% | -9.4% |
| 3M | -24.6% | +17.9% | -42.5% | -8.6% |
| 6M | -39.9% | +29.2% | -69.1% | -19.0% |
| YTD | -33.1% | +27.4% | -60.4% | -10.2% |
| 1Y | -49.9% | +56.8% | -106.7% | -11.5% |
| 3Y | -79.1% | +68.0% | -147.2% | -53.5% |
| 5Y | -95.6% | +61.9% | -157.4% | -89.6% |
| All | -99.0% | +211.4% | -310.4% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling