-99.0%
VXX vs XYL
+63.2%
-162.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.8% |
| 7D | +2.0% | +1.2% | +0.8% | +3.6% |
| 30D | -7.1% | -11.9% | +4.8% | -21.4% |
| 3M | -28.6% | -1.5% | -27.1% | -29.8% |
| 6M | -44.0% | -11.9% | -32.1% | -51.5% |
| YTD | -31.7% | -20.6% | -11.2% | -47.5% |
| 1Y | -46.3% | -23.5% | -22.8% | -60.3% |
| 3Y | -78.3% | +14.9% | -93.1% | -65.4% |
| 5Y | -95.8% | -15.3% | -80.5% | -94.7% |
| All | -99.0% | +63.2% | -162.2% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling