+248.7%
META vs VXX
-99.0%
+347.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.5% |
| 7D | +5.1% | +2.0% | +3.1% | +5.6% |
| 30D | +12.0% | -7.1% | +19.0% | +9.9% |
| 3M | +14.1% | -28.6% | +42.7% | +5.2% |
| 6M | -0.9% | -44.0% | +43.1% | -12.7% |
| YTD | -1.7% | -31.7% | +30.1% | -7.7% |
| 1Y | -13.4% | -46.3% | +32.9% | -22.5% |
| 3Y | +112.6% | -78.3% | +190.8% | +77.7% |
| 5Y | +72.6% | -95.8% | +168.5% | +7.5% |
| All | +248.7% | -99.0% | +347.7% | +104.5% |
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