-8.7%
MSCI vs VXX
-95.6%
+86.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +0.4% |
| 7D | -3.2% | +2.0% | -5.2% | -2.8% |
| 30D | -1.1% | -7.1% | +6.0% | -2.5% |
| 3M | -6.3% | -28.6% | +22.3% | -12.1% |
| 6M | +2.1% | -44.0% | +46.1% | -8.0% |
| YTD | -2.3% | -31.7% | +29.5% | -7.3% |
| 1Y | -3.9% | -46.3% | +42.4% | -12.5% |
| 3Y | +7.5% | -78.3% | +85.7% | -10.4% |
| All | -8.7% | -95.6% | +86.9% | -48.2% |
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 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