+8.1%
XLP vs VXX
-3.5%
+11.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.5% |
| 7D | +2.5% | -14.7% | +17.2% | +2.3% |
| 30D | +7.3% | +8.9% | -1.6% | +6.7% |
| 3M | +8.1% | -4.5% | +12.6% | +6.4% |
| All | +8.1% | -3.5% | +11.5% | +6.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling