+149.0%
XLI vs VXX
-99.0%
+247.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.2% |
| 7D | -1.7% | +2.0% | -3.6% | -1.2% |
| 30D | -7.3% | -7.1% | -0.2% | -8.5% |
| 3M | -1.3% | -28.6% | +27.3% | -7.1% |
| 6M | +2.2% | -44.0% | +46.2% | -7.1% |
| YTD | +11.7% | -31.7% | +43.4% | +6.4% |
| 1Y | +14.3% | -46.3% | +60.6% | +5.0% |
| 3Y | +70.3% | -78.3% | +148.6% | +47.3% |
| 5Y | +82.3% | -95.8% | +178.1% | +22.0% |
| All | +149.0% | -99.0% | +247.9% | +55.3% |
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