+18.0%
IEFA vs VXX
-46.7%
+64.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.2% |
| 7D | -1.6% | +2.0% | -3.5% | -1.2% |
| 30D | -1.5% | -7.1% | +5.6% | -2.7% |
| 3M | +3.4% | -28.6% | +32.0% | -2.2% |
| 6M | +9.5% | -44.0% | +53.5% | 0.0% |
| YTD | +13.0% | -31.7% | +44.8% | +6.6% |
| 1Y | +18.0% | -46.3% | +64.4% | +9.2% |
| All | +18.0% | -46.7% | +64.7% | +9.2% |
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