-49.9%
VXX vs EXR
+1.1%
-51.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.1% |
| 7D | -3.5% | -2.6% | -0.9% | -4.4% |
| 30D | -13.6% | -7.2% | -6.4% | -16.0% |
| 3M | -24.6% | -3.5% | -21.1% | -25.3% |
| 6M | -39.9% | -5.3% | -34.6% | -38.4% |
| YTD | -33.1% | +9.4% | -42.4% | -28.6% |
| 1Y | -49.9% | +1.3% | -51.2% | -44.8% |
| All | -49.9% | +1.1% | -51.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling