+40.3%
XLC vs VXX
-95.6%
+136.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.2% |
| 7D | +0.5% | +2.0% | -1.5% | +0.9% |
| 30D | +2.1% | -7.1% | +9.2% | +0.9% |
| 3M | +0.7% | -28.6% | +29.3% | -4.8% |
| 6M | -3.2% | -44.0% | +40.8% | -11.6% |
| YTD | -3.8% | -31.7% | +27.9% | -8.2% |
| 1Y | -2.0% | -46.3% | +44.3% | -9.7% |
| 3Y | +71.4% | -78.3% | +149.6% | +47.7% |
| All | +40.3% | -95.6% | +136.0% | -9.7% |
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 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