-95.7%
VXX vs XHB
+33.0%
-128.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.4% |
| 7D | +2.0% | -4.6% | +6.6% | -3.4% |
| 30D | -7.1% | -9.1% | +2.0% | -16.8% |
| 3M | -28.6% | -8.6% | -20.1% | -35.2% |
| 6M | -44.0% | -4.0% | -40.0% | -44.0% |
| YTD | -31.7% | -3.9% | -27.8% | -30.8% |
| 1Y | -46.3% | -16.5% | -29.9% | -53.7% |
| 3Y | -78.3% | +22.6% | -100.8% | -62.4% |
| All | -95.7% | +33.0% | -128.7% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling