+33.3%
MELI vs VXX
-78.4%
+111.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.1% |
| 7D | -4.1% | +2.0% | -6.1% | -3.8% |
| 30D | +3.8% | -7.1% | +10.9% | +2.7% |
| 3M | +17.8% | -28.6% | +46.5% | +12.2% |
| 6M | +7.4% | -44.0% | +51.4% | -0.6% |
| YTD | -5.8% | -31.7% | +25.9% | -9.6% |
| 1Y | -18.9% | -46.3% | +27.5% | -24.2% |
| 3Y | +33.3% | -78.3% | +111.6% | +13.2% |
| All | +33.3% | -78.4% | +111.7% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling