+71.7%
META vs VXX
-95.3%
+167.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -0.5% |
| 7D | +5.5% | +7.2% | -1.6% | +7.6% |
| 30D | +7.6% | -5.8% | +13.4% | +5.8% |
| 3M | +13.0% | -29.0% | +42.0% | +3.4% |
| 6M | -1.3% | -44.0% | +42.7% | -13.9% |
| YTD | -2.2% | -28.7% | +26.5% | -7.6% |
| 1Y | -14.0% | -45.2% | +31.2% | -23.3% |
| 3Y | +118.2% | -77.8% | +196.0% | +76.8% |
| 5Y | +71.7% | -95.6% | +167.3% | -8.4% |
| All | +71.7% | -95.3% | +167.0% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling