+59.4%
EEM vs VXX
-99.0%
+158.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +0.5% |
| 7D | -1.3% | +2.0% | -3.2% | -0.9% |
| 30D | +2.1% | -7.1% | +9.2% | +0.8% |
| 3M | +1.0% | -28.6% | +29.7% | -4.3% |
| 6M | +15.9% | -44.0% | +59.9% | +6.4% |
| YTD | +24.6% | -31.7% | +56.4% | +19.5% |
| 1Y | +32.3% | -46.3% | +78.6% | +22.7% |
| 3Y | +85.9% | -78.3% | +164.2% | +62.7% |
| 5Y | +45.4% | -95.8% | +141.2% | 0.0% |
| All | +59.4% | -99.0% | +158.4% | +3.2% |
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