-78.3%
VXX vs XPO
+151.0%
-229.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -5.7% | +7.6% | -1.5% |
| 30D | -7.1% | -12.8% | +5.7% | -14.3% |
| 3M | -28.6% | -20.0% | -8.7% | -37.4% |
| 6M | -44.0% | -6.0% | -37.9% | -44.3% |
| YTD | -31.7% | +34.0% | -65.8% | -12.9% |
| 1Y | -46.3% | +35.6% | -81.9% | -30.1% |
| 3Y | -78.3% | +152.3% | -230.6% | -47.4% |
| All | -78.3% | +151.0% | -229.2% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling