+116.8%
XLU vs VXX
-99.0%
+215.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.7% |
| 7D | -1.6% | +2.0% | -3.6% | -1.4% |
| 30D | -3.3% | -7.1% | +3.8% | -3.9% |
| 3M | -3.2% | -28.6% | +25.5% | -6.0% |
| 6M | -7.0% | -44.0% | +37.0% | -11.3% |
| YTD | +0.6% | -31.7% | +32.4% | -1.9% |
| 1Y | +2.4% | -46.3% | +48.8% | -2.0% |
| 3Y | +46.3% | -78.3% | +124.5% | +35.0% |
| 5Y | +44.0% | -95.8% | +139.8% | +16.2% |
| All | +116.8% | -99.0% | +215.8% | +61.9% |
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