+64.6%
EWZ vs VXX
-95.3%
+159.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.8% |
| 7D | +1.1% | +7.2% | -6.0% | +2.2% |
| 30D | +13.5% | -5.8% | +19.3% | +12.5% |
| 3M | +15.2% | -29.0% | +44.3% | +9.8% |
| 6M | +3.7% | -44.0% | +47.7% | -3.9% |
| YTD | +22.5% | -28.7% | +51.2% | +18.6% |
| 1Y | +35.3% | -45.2% | +80.4% | +26.9% |
| 3Y | +50.2% | -77.8% | +128.0% | +33.4% |
| 5Y | +64.6% | -95.6% | +160.2% | +12.2% |
| All | +64.6% | -95.3% | +159.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling