-78.3%
VXX vs EMB
+29.3%
-107.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.6% |
| 7D | +2.0% | -1.2% | +3.2% | -3.5% |
| 30D | -7.1% | -1.3% | -5.8% | -12.2% |
| 3M | -28.6% | -1.8% | -26.9% | -33.8% |
| 6M | -44.0% | +0.2% | -44.2% | -41.3% |
| YTD | -31.7% | +0.4% | -32.1% | -27.2% |
| 1Y | -46.3% | +2.8% | -49.2% | -35.8% |
| 3Y | -78.3% | +29.1% | -107.4% | -40.8% |
| All | -78.3% | +29.3% | -107.6% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling