+339.7%
MSCI vs VXX
-99.0%
+438.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -3.4% |
| 7D | -2.1% | -3.0% | +0.9% | -2.7% |
| 30D | -1.7% | -11.5% | +9.7% | -4.4% |
| 3M | -8.2% | -27.3% | +19.1% | -14.4% |
| 6M | -2.4% | -49.6% | +47.1% | -15.5% |
| YTD | -2.8% | -32.0% | +29.2% | -8.9% |
| 1Y | -2.7% | -48.3% | +45.7% | -13.6% |
| 3Y | +7.3% | -78.9% | +86.2% | -12.2% |
| 5Y | -11.4% | -95.6% | +84.2% | -45.5% |
| All | +339.7% | -99.0% | +438.7% | +149.6% |
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