+65.5%
XBI vs VXX
-99.0%
+164.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -1.4% |
| 7D | -4.6% | +2.0% | -6.6% | -4.2% |
| 30D | -2.0% | -7.1% | +5.1% | -3.5% |
| 3M | +17.8% | -28.6% | +46.4% | +9.5% |
| 6M | +23.7% | -44.0% | +67.7% | +10.2% |
| YTD | +28.2% | -31.7% | +60.0% | +21.0% |
| 1Y | +64.0% | -46.3% | +110.3% | +47.9% |
| 3Y | +99.4% | -78.3% | +177.7% | +67.6% |
| 5Y | +19.3% | -95.8% | +115.2% | -25.5% |
| All | +65.5% | -99.0% | +164.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling