+33.6%
XLY vs VXX
-78.4%
+112.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | 0.0% |
| 7D | -1.7% | +2.0% | -3.7% | -1.2% |
| 30D | -4.2% | -7.1% | +2.9% | -5.5% |
| 3M | -2.7% | -28.6% | +26.0% | -8.7% |
| 6M | -0.6% | -44.0% | +43.3% | -10.3% |
| YTD | -5.0% | -31.7% | +26.7% | -9.8% |
| 1Y | -4.1% | -46.3% | +42.3% | -12.3% |
| 3Y | +33.6% | -78.3% | +111.9% | +15.9% |
| All | +33.6% | -78.4% | +112.0% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling