-99.0%
VXX vs ACWI
+143.1%
-242.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -1.5% |
| 7D | +2.0% | -1.0% | +3.0% | -0.9% |
| 30D | -7.1% | -0.9% | -6.2% | -9.2% |
| 3M | -28.6% | +3.5% | -32.1% | -19.1% |
| 6M | -44.0% | +12.8% | -56.8% | -14.1% |
| YTD | -31.7% | +14.0% | -45.7% | +11.3% |
| 1Y | -46.3% | +19.2% | -65.5% | +3.4% |
| 3Y | -78.3% | +75.1% | -153.4% | +87.7% |
| 5Y | -95.8% | +68.6% | -164.4% | -60.2% |
| All | -99.0% | +143.1% | -242.1% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling