+217.9%
XLE vs VXX
-95.6%
+313.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.9% |
| 30D | +6.7% | -7.1% | +13.8% | +5.8% |
| 3M | +14.9% | -28.6% | +43.5% | +10.4% |
| 6M | +15.9% | -44.0% | +59.9% | +8.4% |
| YTD | +47.7% | -31.7% | +79.4% | +42.7% |
| 1Y | +50.7% | -46.3% | +97.1% | +41.7% |
| 3Y | +57.9% | -78.3% | +136.1% | +41.1% |
| All | +217.9% | -95.6% | +313.5% | +128.9% |
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 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