+84.5%
IEFA vs VXX
-99.0%
+183.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.3% |
| 7D | -1.6% | +2.0% | -3.5% | -1.2% |
| 30D | -1.5% | -7.1% | +5.6% | -2.6% |
| 3M | +3.4% | -28.6% | +32.0% | -1.7% |
| 6M | +9.5% | -44.0% | +53.5% | +1.0% |
| YTD | +13.0% | -31.7% | +44.8% | +8.5% |
| 1Y | +18.0% | -46.3% | +64.4% | +9.8% |
| 3Y | +65.4% | -78.3% | +143.6% | +45.8% |
| 5Y | +51.6% | -95.8% | +147.4% | +7.5% |
| All | +84.5% | -99.0% | +183.5% | +22.8% |
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