+88.6%
XLB vs VXX
-98.9%
+187.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -0.6% |
| 7D | -3.5% | +7.2% | -10.7% | -2.3% |
| 30D | -4.7% | -5.8% | +1.2% | -5.6% |
| 3M | +2.7% | -29.0% | +31.7% | -3.2% |
| 6M | +2.6% | -44.0% | +46.6% | -6.7% |
| YTD | +12.8% | -28.7% | +41.5% | +8.4% |
| 1Y | +14.0% | -45.2% | +59.1% | +5.2% |
| 3Y | +31.5% | -77.8% | +109.3% | +13.9% |
| 5Y | +33.4% | -95.6% | +129.1% | -9.6% |
| All | +88.6% | -98.9% | +187.5% | +18.9% |
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