-95.6%
VXX vs ACWI
+65.2%
-160.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +0.6% |
| 7D | +7.2% | -1.9% | +9.1% | +1.1% |
| 30D | -5.8% | -1.3% | -4.5% | -9.2% |
| 3M | -29.0% | +5.0% | -34.0% | -16.1% |
| 6M | -44.0% | +11.7% | -55.7% | -16.9% |
| YTD | -28.7% | +13.0% | -41.6% | +12.6% |
| 1Y | -45.2% | +19.2% | -64.4% | +5.2% |
| 3Y | -77.8% | +75.0% | -152.8% | +68.2% |
| 5Y | -95.6% | +67.1% | -162.7% | -73.1% |
| All | -95.6% | +65.2% | -160.8% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling