-78.3%
VXX vs EXR
+23.2%
-101.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.6% |
| 7D | +2.0% | -1.2% | +3.1% | +1.2% |
| 30D | -7.1% | -6.2% | -0.9% | -11.4% |
| 3M | -28.6% | -7.4% | -21.2% | -32.8% |
| 6M | -44.0% | -0.5% | -43.4% | -43.2% |
| YTD | -31.7% | +8.1% | -39.8% | -25.7% |
| 1Y | -46.3% | -2.9% | -43.5% | -46.2% |
| 3Y | -78.3% | +22.9% | -101.2% | -76.0% |
| All | -78.3% | +23.2% | -101.4% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling