+46.0%
XOM vs VXX
-51.1%
+97.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +1.8% | -3.5% | +5.2% | +2.0% |
| 30D | +5.9% | -13.6% | +19.5% | +6.9% |
| 3M | +5.6% | -24.6% | +30.2% | +7.5% |
| 6M | +7.9% | -39.9% | +47.7% | +12.1% |
| YTD | +35.2% | -33.1% | +68.2% | +40.9% |
| 1Y | +46.0% | -49.9% | +95.9% | +49.9% |
| All | +46.0% | -51.1% | +97.1% | +49.9% |
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 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