+79.1%
MTUM vs VXX
-95.6%
+174.8%
-32.3%
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 | +0.7% | +2.0% | -1.3% | +1.2% |
| 30D | -2.4% | -7.1% | +4.7% | -3.9% |
| 3M | -3.6% | -28.6% | +25.0% | -9.6% |
| 6M | +23.7% | -44.0% | +67.6% | +11.7% |
| YTD | +22.9% | -31.7% | +54.6% | +16.9% |
| 1Y | +21.8% | -46.3% | +68.1% | +11.5% |
| 3Y | +114.4% | -78.3% | +192.7% | +86.1% |
| All | +79.1% | -95.6% | +174.8% | +15.8% |
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