-46.3%
VXX vs XPO
+39.1%
-85.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -5.7% | +7.6% | -0.5% |
| 30D | -7.1% | -12.8% | +5.7% | -12.3% |
| 3M | -28.6% | -20.0% | -8.7% | -35.2% |
| 6M | -44.0% | -6.0% | -37.9% | -43.4% |
| YTD | -31.7% | +34.0% | -65.8% | -22.5% |
| 1Y | -46.3% | +35.6% | -81.9% | -39.7% |
| All | -46.3% | +39.1% | -85.4% | -39.7% |
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