-68.1%
XYZ vs VXX
-95.3%
+27.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | +0.8% |
| 7D | -5.2% | +7.2% | -12.3% | -2.5% |
| 30D | 0.0% | -5.8% | +5.8% | -2.0% |
| 3M | +18.7% | -29.0% | +47.7% | +4.9% |
| 6M | +20.5% | -44.0% | +64.5% | -0.7% |
| YTD | +21.5% | -28.7% | +50.2% | +12.5% |
| 1Y | +7.2% | -45.2% | +52.4% | -8.6% |
| 3Y | +49.0% | -77.8% | +126.8% | +13.5% |
| 5Y | -68.1% | -95.6% | +27.5% | -86.8% |
| All | -68.1% | -95.3% | +27.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling