+6.0%
VWO vs VXX
-51.0%
+57.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | -0.3% |
| 7D | -1.3% | -4.1% | +2.8% | -1.9% |
| 30D | -7.1% | -0.8% | -6.3% | -6.9% |
| 3M | -6.1% | -19.8% | +13.7% | -9.8% |
| 6M | -3.9% | -40.5% | +36.6% | -12.2% |
| YTD | +5.0% | -35.5% | +40.6% | -2.4% |
| 1Y | +6.0% | -51.1% | +57.1% | -5.2% |
| All | +6.0% | -51.0% | +57.0% | -5.2% |
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 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