+22.7%
VWO vs VXX
-51.1%
+73.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.9% |
| 7D | +1.1% | -3.5% | +4.6% | +0.4% |
| 30D | +2.4% | -13.6% | +16.0% | -0.6% |
| 3M | +2.0% | -24.6% | +26.6% | -2.9% |
| 6M | +10.7% | -39.9% | +50.5% | +1.7% |
| YTD | +14.4% | -33.1% | +47.5% | +7.3% |
| 1Y | +22.7% | -49.9% | +72.6% | +13.3% |
| All | +22.7% | -51.1% | +73.8% | +13.3% |
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