-51.1%
VXX vs ACWI
+14.9%
-66.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -4.5% |
| 7D | -4.1% | -0.5% | -3.6% | -4.6% |
| 30D | -0.8% | -1.6% | +0.8% | -4.1% |
| 3M | -19.8% | -1.3% | -18.5% | -21.4% |
| 6M | -40.5% | +5.8% | -46.3% | -24.8% |
| YTD | -35.5% | +12.7% | -48.3% | +8.7% |
| 1Y | -51.1% | +15.0% | -66.1% | -8.1% |
| All | -51.1% | +14.9% | -66.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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