+113.1%
XLV vs VXX
-99.0%
+212.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.8% |
| 7D | -3.6% | +2.0% | -5.5% | -3.3% |
| 30D | -1.8% | -7.1% | +5.3% | -2.7% |
| 3M | +7.8% | -28.6% | +36.4% | +3.3% |
| 6M | +9.1% | -44.0% | +53.1% | +1.8% |
| YTD | +7.7% | -31.7% | +39.5% | +3.9% |
| 1Y | +20.4% | -46.3% | +66.8% | +13.2% |
| 3Y | +30.8% | -78.3% | +109.0% | +16.8% |
| 5Y | +34.6% | -95.8% | +130.5% | -1.2% |
| All | +113.1% | -99.0% | +212.1% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling