+85.9%
EEM vs VXX
-78.4%
+164.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +0.6% |
| 7D | -1.3% | +2.0% | -3.2% | -0.9% |
| 30D | +2.1% | -7.1% | +9.2% | +1.0% |
| 3M | +1.0% | -28.6% | +29.7% | -3.3% |
| 6M | +15.9% | -44.0% | +59.9% | +8.2% |
| YTD | +24.6% | -31.7% | +56.4% | +20.1% |
| 1Y | +32.3% | -46.3% | +78.6% | +24.5% |
| 3Y | +85.9% | -78.3% | +164.2% | +68.0% |
| All | +85.9% | -78.4% | +164.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling