+99.4%
XBI vs VXX
-78.4%
+177.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -1.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.3% |
| 30D | -2.0% | -7.1% | +5.1% | -3.2% |
| 3M | +17.8% | -28.6% | +46.4% | +11.3% |
| 6M | +23.7% | -44.0% | +67.7% | +13.0% |
| YTD | +28.2% | -31.7% | +60.0% | +22.3% |
| 1Y | +64.0% | -46.3% | +110.3% | +51.3% |
| 3Y | +99.4% | -78.3% | +177.7% | +71.7% |
| All | +99.4% | -78.4% | +177.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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