+176.3%
XOM vs VXX
-99.0%
+275.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.2% |
| 7D | +4.1% | +2.0% | +2.1% | +4.4% |
| 30D | +4.6% | -7.1% | +11.7% | +3.4% |
| 3M | +14.0% | -28.6% | +42.6% | +8.3% |
| 6M | +11.0% | -44.0% | +55.0% | +1.7% |
| YTD | +40.7% | -31.7% | +72.4% | +34.1% |
| 1Y | +52.3% | -46.3% | +98.7% | +40.4% |
| 3Y | +60.5% | -78.3% | +138.7% | +37.7% |
| 5Y | +266.4% | -95.8% | +362.2% | +142.5% |
| All | +176.3% | -99.0% | +275.3% | +68.9% |
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 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