+497.9%
XLK vs VXX
-99.0%
+596.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +0.2% |
| 7D | +0.2% | +2.0% | -1.8% | +0.8% |
| 30D | -0.6% | -7.1% | +6.5% | -2.3% |
| 3M | +2.6% | -28.6% | +31.2% | -4.9% |
| 6M | +34.0% | -44.0% | +78.0% | +18.7% |
| YTD | +30.7% | -31.7% | +62.4% | +23.3% |
| 1Y | +39.2% | -46.3% | +85.5% | +25.5% |
| 3Y | +120.4% | -78.3% | +198.7% | +87.5% |
| 5Y | +148.8% | -95.8% | +244.6% | +57.3% |
| All | +497.9% | -99.0% | +596.8% | +253.5% |
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