+57.9%
XLE vs VXX
-78.4%
+136.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.1% |
| 7D | +1.7% | +2.0% | -0.3% | +1.9% |
| 30D | +6.7% | -7.1% | +13.8% | +6.1% |
| 3M | +14.9% | -28.6% | +43.5% | +11.5% |
| 6M | +15.9% | -44.0% | +59.9% | +10.1% |
| YTD | +47.7% | -31.7% | +79.4% | +44.3% |
| 1Y | +50.7% | -46.3% | +97.1% | +43.9% |
| 3Y | +57.9% | -78.3% | +136.1% | +48.0% |
| All | +57.9% | -78.4% | +136.3% | +48.0% |
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