+245.5%
META vs VXX
-98.9%
+344.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +3.5% |
| 7D | +5.2% | -14.7% | +19.8% | +1.3% |
| 30D | -13.0% | +8.9% | -21.9% | -9.3% |
| 3M | +7.9% | -4.5% | +12.5% | +9.0% |
| 6M | +4.2% | -34.0% | +38.2% | -3.5% |
| YTD | -2.5% | -29.2% | +26.7% | -5.7% |
| 1Y | +5.6% | -46.8% | +52.4% | -4.8% |
| 3Y | +96.8% | -76.2% | +173.0% | +69.2% |
| 5Y | +90.0% | -94.3% | +184.3% | +29.4% |
| All | +245.5% | -98.9% | +344.5% | +108.8% |
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 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