-99.0%
VXX vs EXR
+118.9%
-217.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | -0.3% |
| 7D | +1.6% | -3.1% | +4.6% | -0.9% |
| 30D | -9.5% | -7.5% | -1.9% | -14.9% |
| 3M | -27.3% | -7.5% | -19.8% | -31.9% |
| 6M | -43.3% | -5.2% | -38.1% | -45.0% |
| YTD | -30.9% | +6.5% | -37.4% | -25.9% |
| 1Y | -47.2% | -2.0% | -45.1% | -46.9% |
| 3Y | -78.5% | +21.5% | -100.0% | -70.9% |
| 5Y | -95.6% | -11.5% | -84.1% | -94.9% |
| All | -99.0% | +118.9% | -217.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling