-99.0%
VXX vs ACWI
+144.4%
-243.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +0.1% |
| 7D | -3.0% | +1.1% | -4.1% | +0.2% |
| 30D | -11.5% | -0.2% | -11.3% | -11.8% |
| 3M | -27.3% | +4.7% | -32.0% | -14.6% |
| 6M | -49.6% | +14.5% | -64.0% | -19.1% |
| YTD | -32.0% | +14.6% | -46.7% | +12.4% |
| 1Y | -48.3% | +21.4% | -69.8% | +5.4% |
| 3Y | -78.9% | +77.6% | -156.5% | +89.8% |
| 5Y | -95.6% | +68.1% | -163.7% | -58.4% |
| All | -99.0% | +144.4% | -243.4% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling