+143.4%
XLE vs VXX
-99.0%
+242.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.2% |
| 7D | +0.3% | +1.6% | -1.2% | +0.6% |
| 30D | +8.5% | -9.5% | +18.0% | +6.5% |
| 3M | +14.6% | -27.3% | +41.9% | +7.8% |
| 6M | +17.6% | -43.3% | +60.9% | +5.7% |
| YTD | +48.1% | -30.9% | +79.0% | +39.7% |
| 1Y | +53.8% | -47.2% | +101.0% | +38.4% |
| 3Y | +56.2% | -78.5% | +134.7% | +29.9% |
| 5Y | +227.7% | -95.6% | +323.3% | +103.4% |
| All | +143.4% | -99.0% | +242.4% | +34.5% |
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