+32.2%
EWZ vs VXX
-99.0%
+131.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.9% |
| 7D | +0.9% | +2.0% | -1.1% | +1.3% |
| 30D | +12.8% | -7.1% | +19.9% | +11.1% |
| 3M | +10.8% | -28.6% | +39.4% | +3.6% |
| 6M | +2.5% | -44.0% | +46.5% | -7.9% |
| YTD | +21.4% | -31.7% | +53.1% | +15.0% |
| 1Y | +32.8% | -46.3% | +79.1% | +20.9% |
| 3Y | +45.2% | -78.3% | +123.5% | +22.0% |
| 5Y | +63.0% | -95.8% | +158.8% | +0.1% |
| All | +32.2% | -99.0% | +131.2% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling