+427.0%
MELI vs VXX
-99.0%
+525.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.7% |
| 7D | -4.1% | +2.0% | -6.1% | -3.5% |
| 30D | +3.8% | -7.1% | +10.9% | +1.8% |
| 3M | +17.8% | -28.6% | +46.5% | +7.9% |
| 6M | +7.4% | -44.0% | +51.4% | -6.6% |
| YTD | -5.8% | -31.7% | +25.9% | -12.4% |
| 1Y | -18.9% | -46.3% | +27.5% | -28.3% |
| 3Y | +33.3% | -78.3% | +111.6% | +5.3% |
| 5Y | +2.7% | -95.8% | +98.5% | -42.7% |
| All | +427.0% | -99.0% | +525.9% | +172.4% |
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