-99.0%
VXX vs XME
+220.1%
-319.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -5.4% |
| 7D | +2.0% | -4.2% | +6.2% | -2.8% |
| 30D | -7.1% | -2.7% | -4.4% | -9.4% |
| 3M | -28.6% | -3.9% | -24.7% | -30.6% |
| 6M | -44.0% | -1.0% | -43.0% | -41.7% |
| YTD | -31.7% | +9.8% | -41.5% | -18.0% |
| 1Y | -46.3% | +32.5% | -78.9% | -17.1% |
| 3Y | -78.3% | +124.3% | -202.6% | -20.2% |
| 5Y | -95.8% | +165.8% | -261.6% | -76.5% |
| All | -99.0% | +220.1% | -319.1% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling