+29.1%
XLV vs VXX
-36.4%
+65.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +30.1% | -32.6% | 0.0% |
| 7D | +0.5% | +27.5% | -27.0% | +3.0% |
| 30D | +10.7% | +32.5% | -21.9% | +13.8% |
| 3M | +13.1% | +8.2% | +4.8% | +14.4% |
| 6M | +28.3% | -22.7% | +51.0% | +25.7% |
| YTD | +20.9% | -16.1% | +37.1% | +19.5% |
| 1Y | +29.1% | -34.0% | +63.1% | +25.0% |
| All | +29.1% | -36.4% | +65.4% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling