-49.3%
VXX vs EME
-2.5%
-46.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.6% | 0.0% | -14.6% |
| 7D | -4.1% | -5.8% | +1.7% | -6.9% |
| 30D | -0.8% | -17.9% | +17.1% | -10.5% |
| 3M | -19.8% | -22.0% | +2.2% | -29.6% |
| 6M | -40.5% | -29.7% | -10.8% | -51.2% |
| YTD | -35.5% | +4.7% | -40.3% | -22.0% |
| All | -49.3% | -2.5% | -46.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling