+75.6%
XYZ vs VXX
-99.0%
+174.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -1.4% |
| 7D | -4.3% | +2.0% | -6.3% | -3.5% |
| 30D | +1.2% | -7.1% | +8.3% | -1.3% |
| 3M | +14.6% | -28.6% | +43.3% | +2.1% |
| 6M | +22.6% | -44.0% | +66.5% | +2.0% |
| YTD | +21.7% | -31.7% | +53.4% | +11.3% |
| 1Y | +6.7% | -46.3% | +53.1% | -8.9% |
| 3Y | +46.8% | -78.3% | +125.1% | +15.9% |
| 5Y | -68.0% | -95.8% | +27.8% | -83.2% |
| All | +75.6% | -99.0% | +174.5% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling