-51.1%
VXX vs XYL
-30.7%
-20.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.6% | -6.9% |
| 7D | -4.1% | +14.5% | -18.6% | +3.4% |
| 30D | -0.8% | -1.3% | +0.5% | -0.4% |
| 3M | -19.8% | -17.0% | -2.8% | -30.6% |
| 6M | -40.5% | -11.3% | -29.2% | -44.1% |
| YTD | -35.5% | -25.0% | -10.6% | -47.4% |
| 1Y | -51.1% | -31.5% | -19.6% | -65.6% |
| All | -51.1% | -30.7% | -20.4% | -65.6% |
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