-99.0%
VXX vs EMB
+22.5%
-121.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.5% |
| 7D | +2.0% | -1.2% | +3.2% | -1.8% |
| 30D | -7.1% | -1.3% | -5.8% | -10.6% |
| 3M | -28.6% | -1.8% | -26.9% | -32.1% |
| 6M | -44.0% | +0.2% | -44.2% | -41.9% |
| YTD | -31.7% | +0.4% | -32.1% | -28.3% |
| 1Y | -46.3% | +2.8% | -49.2% | -38.8% |
| 3Y | -78.3% | +29.1% | -107.4% | -45.4% |
| 5Y | -95.8% | +6.3% | -102.1% | -94.6% |
| All | -99.0% | +22.5% | -121.5% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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