+114.4%
META vs VXX
-78.1%
+192.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.8% | +7.0% |
| 7D | +10.3% | +1.6% | +8.7% | +10.7% |
| 30D | +9.9% | -9.5% | +19.3% | +7.4% |
| 3M | +11.9% | -27.3% | +39.2% | +4.6% |
| 6M | +1.2% | -43.3% | +44.5% | -9.6% |
| YTD | -0.8% | -30.9% | +30.1% | -6.2% |
| 1Y | -14.3% | -47.2% | +32.8% | -22.8% |
| All | +114.4% | -78.1% | +192.5% | +81.2% |
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