-78.3%
VXX vs XME
+122.1%
-200.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -5.3% |
| 7D | +2.0% | -4.2% | +6.2% | -2.5% |
| 30D | -7.1% | -2.7% | -4.4% | -9.3% |
| 3M | -28.6% | -3.9% | -24.7% | -30.7% |
| 6M | -44.0% | -1.0% | -43.0% | -41.5% |
| YTD | -31.7% | +9.8% | -41.5% | -16.4% |
| 1Y | -46.3% | +32.5% | -78.9% | -11.8% |
| 3Y | -78.3% | +124.3% | -202.6% | -2.7% |
| All | -78.3% | +122.1% | -200.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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