+150.1%
EMR vs VXX
-98.9%
+249.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -0.6% |
| 7D | -1.2% | +7.2% | -8.4% | +0.4% |
| 30D | -9.4% | -5.8% | -3.6% | -10.6% |
| 3M | +8.6% | -29.0% | +37.6% | +1.1% |
| 6M | +6.7% | -44.0% | +50.7% | -4.5% |
| YTD | +13.1% | -28.7% | +41.7% | +8.3% |
| 1Y | +12.7% | -45.2% | +57.9% | +3.1% |
| 3Y | +58.1% | -77.8% | +135.9% | +36.2% |
| 5Y | +63.6% | -95.6% | +159.3% | +6.4% |
| All | +150.1% | -98.9% | +249.0% | +51.9% |
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