+44.2%
XLU vs VXX
-95.6%
+139.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.4% |
| 30D | -3.3% | -7.1% | +3.8% | -3.8% |
| 3M | -3.2% | -28.6% | +25.5% | -5.4% |
| 6M | -7.0% | -44.0% | +37.0% | -10.5% |
| YTD | +0.6% | -31.7% | +32.4% | -1.4% |
| 1Y | +2.4% | -46.3% | +48.8% | -1.2% |
| 3Y | +46.3% | -78.3% | +124.5% | +36.3% |
| All | +44.2% | -95.6% | +139.9% | +18.1% |
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