+72.5%
EWJ vs VXX
-78.4%
+150.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.5% |
| 7D | +0.3% | +2.0% | -1.7% | +0.6% |
| 30D | +0.8% | -7.1% | +7.9% | -0.3% |
| 3M | +7.5% | -28.6% | +36.1% | +2.6% |
| 6M | +15.6% | -44.0% | +59.6% | +7.2% |
| YTD | +22.7% | -31.7% | +54.5% | +18.0% |
| 1Y | +26.4% | -46.3% | +72.8% | +18.4% |
| 3Y | +72.5% | -78.3% | +150.8% | +57.9% |
| All | +72.5% | -78.4% | +150.9% | +57.9% |
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 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