+141.9%
MET vs VXX
-99.0%
+240.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.6% |
| 7D | -0.5% | +2.0% | -2.5% | 0.0% |
| 30D | +0.5% | -7.1% | +7.6% | -1.1% |
| 3M | +11.6% | -28.6% | +40.2% | +3.5% |
| 6M | +40.8% | -44.0% | +84.8% | +24.8% |
| YTD | +25.7% | -31.7% | +57.4% | +18.1% |
| 1Y | +24.4% | -46.3% | +70.7% | +11.8% |
| 3Y | +67.5% | -78.3% | +145.7% | +40.4% |
| 5Y | +85.8% | -95.8% | +181.6% | +14.3% |
| All | +141.9% | -99.0% | +240.9% | +36.7% |
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