+53.3%
VWO vs VXX
-99.0%
+152.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | 0.0% |
| 7D | -1.8% | +2.0% | -3.7% | -1.4% |
| 30D | -0.1% | -7.1% | +7.0% | -1.2% |
| 3M | +2.2% | -28.6% | +30.9% | -2.9% |
| 6M | +8.8% | -44.0% | +52.7% | +0.2% |
| YTD | +12.4% | -31.7% | +44.1% | +7.9% |
| 1Y | +15.6% | -46.3% | +61.9% | +7.5% |
| 3Y | +62.5% | -78.3% | +140.8% | +42.8% |
| 5Y | +34.3% | -95.8% | +130.1% | -6.2% |
| All | +53.3% | -99.0% | +152.2% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling