+79.3%
XLP vs VXX
-99.0%
+178.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | 0.0% |
| 7D | -1.4% | +2.0% | -3.4% | -1.2% |
| 30D | -2.0% | -7.1% | +5.1% | -2.6% |
| 3M | -1.5% | -28.6% | +27.1% | -4.4% |
| 6M | -0.2% | -44.0% | +43.8% | -4.9% |
| YTD | +8.7% | -31.7% | +40.4% | +5.9% |
| 1Y | +6.3% | -46.3% | +52.7% | +1.7% |
| 3Y | +25.1% | -78.3% | +103.3% | +15.0% |
| 5Y | +32.4% | -95.8% | +128.2% | +5.1% |
| All | +79.3% | -99.0% | +178.3% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling