-99.0%
VXX vs EXR
+122.1%
-221.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.6% |
| 7D | +2.0% | -1.2% | +3.1% | +1.1% |
| 30D | -7.1% | -6.2% | -0.9% | -11.7% |
| 3M | -28.6% | -7.4% | -21.2% | -33.1% |
| 6M | -44.0% | -0.5% | -43.4% | -43.4% |
| YTD | -31.7% | +8.1% | -39.8% | -26.0% |
| 1Y | -46.3% | -2.9% | -43.5% | -46.5% |
| 3Y | -78.3% | +22.9% | -101.2% | -70.3% |
| 5Y | -95.8% | -10.2% | -85.7% | -95.1% |
| All | -99.0% | +122.1% | -221.1% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling