+39.3%
EWY vs VXX
-36.4%
+75.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +30.1% | -43.6% | +1.8% |
| 7D | -18.6% | +27.5% | -46.2% | -4.7% |
| 30D | -29.4% | +32.5% | -61.9% | -15.0% |
| 3M | -22.2% | +8.2% | -30.4% | -15.2% |
| 6M | -24.1% | -22.7% | -1.4% | -26.8% |
| YTD | +35.4% | -16.1% | +51.5% | +34.5% |
| 1Y | +39.3% | -34.0% | +73.4% | +29.2% |
| All | +39.3% | -36.4% | +75.7% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling