-51.1%
VXX vs XPO
+38.8%
-89.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -10.4% |
| 7D | -4.1% | +3.5% | -7.6% | -2.7% |
| 30D | -0.8% | +2.8% | -3.7% | +0.4% |
| 3M | -19.8% | -7.5% | -12.3% | -22.9% |
| 6M | -40.5% | -5.9% | -34.5% | -41.5% |
| YTD | -35.5% | +38.4% | -73.9% | -20.5% |
| 1Y | -51.1% | +33.7% | -84.8% | -40.0% |
| All | -51.1% | +38.8% | -89.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling