-99.0%
VXX vs MOD
+732.1%
-831.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.6% | -9.9% | -1.5% |
| 7D | +2.0% | -2.8% | +4.7% | +0.9% |
| 30D | -7.1% | -5.1% | -2.0% | -9.0% |
| 3M | -28.6% | -30.3% | +1.6% | -38.5% |
| 6M | -44.0% | -5.6% | -38.3% | -41.1% |
| YTD | -31.7% | +41.8% | -73.5% | -8.7% |
| 1Y | -46.3% | +28.9% | -75.3% | -29.0% |
| 3Y | -78.3% | +304.1% | -382.4% | -26.9% |
| 5Y | -95.8% | +1,575.2% | -1,671.0% | -65.2% |
| All | -99.0% | +732.1% | -831.1% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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