+69.4%
EMR vs VXX
-95.6%
+165.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.7% |
| 7D | -0.4% | +2.0% | -2.4% | +0.1% |
| 30D | -6.8% | -7.1% | +0.3% | -8.1% |
| 3M | +7.5% | -28.6% | +36.1% | +0.7% |
| 6M | +9.9% | -44.0% | +53.8% | -0.8% |
| YTD | +16.0% | -31.7% | +47.7% | +10.3% |
| 1Y | +12.4% | -46.3% | +58.8% | +3.1% |
| 3Y | +60.2% | -78.3% | +138.5% | +39.6% |
| All | +69.4% | -95.6% | +165.1% | +14.7% |
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