-46.3%
VXX vs EXR
-0.7%
-45.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.9% |
| 7D | +2.0% | -1.2% | +3.1% | +1.5% |
| 30D | -7.1% | -6.2% | -0.9% | -9.3% |
| 3M | -28.6% | -7.4% | -21.2% | -30.8% |
| 6M | -44.0% | -0.5% | -43.4% | -41.7% |
| YTD | -31.7% | +8.1% | -39.8% | -27.4% |
| 1Y | -46.3% | -2.9% | -43.5% | -40.1% |
| All | -46.3% | -0.7% | -45.7% | -40.1% |
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