+33.4%
VWO vs VXX
-95.6%
+129.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.1% |
| 7D | -3.0% | +2.9% | -5.9% | -2.6% |
| 30D | -0.8% | -5.8% | +5.0% | -1.6% |
| 3M | +0.2% | -24.7% | +24.9% | -3.3% |
| 6M | +10.5% | -48.1% | +58.5% | +2.1% |
| YTD | +11.0% | -31.1% | +42.1% | +7.3% |
| 1Y | +14.4% | -45.9% | +60.3% | +7.9% |
| 3Y | +60.2% | -77.1% | +137.3% | +45.1% |
| 5Y | +33.4% | -95.7% | +129.1% | -2.8% |
| All | +33.4% | -95.6% | +129.0% | -2.8% |
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