+33.6%
EWZ vs VXX
-99.0%
+132.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +2.3% |
| 7D | +5.6% | -3.0% | +8.6% | +4.9% |
| 30D | +9.3% | -11.5% | +20.7% | +6.5% |
| 3M | +15.7% | -27.3% | +43.0% | +8.7% |
| 6M | +7.4% | -49.6% | +57.0% | -5.4% |
| YTD | +22.7% | -32.0% | +54.7% | +16.2% |
| 1Y | +36.4% | -48.3% | +84.7% | +23.1% |
| 3Y | +50.4% | -78.9% | +129.3% | +25.5% |
| 5Y | +67.6% | -95.6% | +163.2% | +4.5% |
| All | +33.6% | -99.0% | +132.6% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling