+45.3%
MO vs VXX
-51.0%
+96.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +2.3% |
| 7D | +6.9% | -4.1% | +11.0% | +7.1% |
| 30D | +14.9% | -0.8% | +15.7% | +14.8% |
| 3M | +16.4% | -19.8% | +36.2% | +18.3% |
| 6M | +9.6% | -40.5% | +50.1% | +12.7% |
| YTD | +41.8% | -35.5% | +77.4% | +45.4% |
| 1Y | +45.3% | -51.1% | +96.4% | +49.6% |
| All | +45.3% | -51.0% | +96.4% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling