+44.0%
XLP vs VXX
-94.2%
+138.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.5% |
| 7D | +2.5% | -14.7% | +17.2% | +1.7% |
| 30D | +7.3% | +8.9% | -1.6% | +8.2% |
| 3M | +8.1% | -4.5% | +12.6% | +8.2% |
| 6M | +10.5% | -34.0% | +44.5% | +8.3% |
| YTD | +21.2% | -29.2% | +50.4% | +19.9% |
| 1Y | +22.7% | -46.8% | +69.5% | +19.3% |
| 3Y | +44.8% | -76.2% | +121.0% | +36.9% |
| All | +44.0% | -94.2% | +138.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling