-49.9%
VXX vs XYL
-23.4%
-26.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | -1.3% |
| 7D | -3.5% | -5.0% | +1.6% | -7.9% |
| 30D | -13.6% | -13.2% | -0.4% | -24.1% |
| 3M | -24.6% | -3.7% | -20.9% | -24.9% |
| 6M | -39.9% | -17.7% | -22.2% | -48.5% |
| YTD | -33.1% | -21.5% | -11.5% | -44.5% |
| 1Y | -49.9% | -24.5% | -25.4% | -60.5% |
| All | -49.9% | -23.4% | -26.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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