+231.9%
META vs VXX
-99.0%
+330.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.1% |
| 7D | +6.7% | -3.5% | +10.2% | +5.8% |
| 30D | +4.8% | -13.6% | +18.4% | +0.9% |
| 3M | -1.6% | -24.6% | +23.0% | -7.8% |
| 6M | -7.5% | -39.9% | +32.4% | -16.6% |
| YTD | -6.4% | -33.1% | +26.7% | -12.6% |
| 1Y | -17.3% | -49.9% | +32.6% | -27.4% |
| 3Y | +109.9% | -79.1% | +189.0% | +73.6% |
| 5Y | +65.4% | -95.6% | +160.9% | +4.4% |
| All | +231.9% | -99.0% | +330.9% | +93.6% |
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