-95.7%
VXX vs XPO
+261.3%
-356.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -5.7% | +7.6% | -1.3% |
| 30D | -7.1% | -12.8% | +5.7% | -13.9% |
| 3M | -28.6% | -20.0% | -8.7% | -36.9% |
| 6M | -44.0% | -6.0% | -37.9% | -44.3% |
| YTD | -31.7% | +34.0% | -65.8% | -14.3% |
| 1Y | -46.3% | +35.6% | -81.9% | -31.3% |
| 3Y | -78.3% | +152.3% | -230.6% | -51.0% |
| All | -95.7% | +261.3% | -356.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling