+32.0%
XEL vs VXX
-95.6%
+127.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.1% |
| 7D | -0.3% | +2.0% | -2.3% | -0.2% |
| 30D | -3.9% | -7.1% | +3.2% | -4.2% |
| 3M | -2.8% | -28.6% | +25.8% | -4.2% |
| 6M | -5.4% | -44.0% | +38.6% | -7.5% |
| YTD | +3.8% | -31.7% | +35.5% | +2.5% |
| 1Y | +6.8% | -46.3% | +53.2% | +4.6% |
| 3Y | +45.6% | -78.3% | +123.9% | +38.3% |
| All | +32.0% | -95.6% | +127.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling