+52.6%
XOM vs VXX
-51.0%
+103.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.6% | +5.0% | -3.3% |
| 7D | -7.0% | -4.1% | -2.9% | -6.5% |
| 30D | +3.2% | -0.8% | +4.0% | +3.3% |
| 3M | +10.7% | -19.8% | +30.4% | +13.4% |
| 6M | +11.6% | -40.5% | +52.1% | +17.5% |
| YTD | +43.5% | -35.5% | +79.0% | +51.6% |
| 1Y | +52.6% | -51.1% | +103.7% | +62.0% |
| All | +52.6% | -51.0% | +103.6% | +62.0% |
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