+222.9%
EWY vs VXX
-78.4%
+301.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +2.3% |
| 7D | -0.1% | +2.0% | -2.1% | +0.5% |
| 30D | +7.3% | -7.1% | +14.4% | +5.7% |
| 3M | -5.1% | -28.6% | +23.5% | -10.9% |
| 6M | +42.1% | -44.0% | +86.0% | +29.4% |
| YTD | +94.1% | -31.7% | +125.9% | +84.8% |
| 1Y | +147.8% | -46.3% | +194.2% | +128.7% |
| 3Y | +222.9% | -78.3% | +301.2% | +184.1% |
| All | +222.9% | -78.4% | +301.3% | +184.1% |
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