+77.5%
XYZ vs VXX
-99.0%
+176.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -2.6% |
| 7D | +2.9% | -3.0% | +5.9% | +1.8% |
| 30D | +1.4% | -11.5% | +12.9% | -2.9% |
| 3M | +14.6% | -27.3% | +41.9% | +2.9% |
| 6M | +20.8% | -49.6% | +70.3% | -3.3% |
| YTD | +23.1% | -32.0% | +55.1% | +12.3% |
| 1Y | +5.6% | -48.3% | +54.0% | -11.2% |
| 3Y | +50.9% | -78.9% | +129.8% | +17.7% |
| 5Y | -68.6% | -95.6% | +27.0% | -83.1% |
| All | +77.5% | -99.0% | +176.5% | -17.4% |
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