+50.5%
XOP vs VXX
-99.0%
+149.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.0% |
| 7D | +2.6% | +2.0% | +0.7% | +3.2% |
| 30D | +9.6% | -7.1% | +16.7% | +7.7% |
| 3M | +20.4% | -28.6% | +49.0% | +10.8% |
| 6M | +19.9% | -44.0% | +63.9% | +4.0% |
| YTD | +56.4% | -31.7% | +88.1% | +44.3% |
| 1Y | +52.4% | -46.3% | +98.8% | +33.7% |
| 3Y | +39.9% | -78.3% | +118.1% | +11.9% |
| 5Y | +163.7% | -95.8% | +259.6% | +45.6% |
| All | +50.5% | -99.0% | +149.5% | -22.7% |
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