-99.0%
VXX vs EMB
+23.6%
-122.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.1% |
| 7D | +1.6% | 0.0% | +1.5% | +1.7% |
| 30D | -9.5% | -0.3% | -9.2% | -10.1% |
| 3M | -27.3% | -0.3% | -27.0% | -27.4% |
| 6M | -43.3% | +0.7% | -44.1% | -40.2% |
| YTD | -30.9% | +1.3% | -32.1% | -25.4% |
| 1Y | -47.2% | +4.7% | -51.9% | -36.3% |
| 3Y | -78.5% | +30.1% | -108.6% | -44.7% |
| 5Y | -95.6% | +6.9% | -102.5% | -94.2% |
| All | -99.0% | +23.6% | -122.6% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling