-98.9%
VXX vs MOD
+496.3%
-595.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +27.9% | -25.6% | +15.6% |
| 7D | -14.7% | +40.4% | -55.1% | +1.9% |
| 30D | +8.9% | -14.0% | +22.9% | +4.0% |
| 3M | -4.5% | -33.3% | +28.8% | -18.5% |
| 6M | -34.0% | -51.4% | +17.4% | -49.9% |
| YTD | -29.2% | +1.6% | -30.9% | -16.7% |
| 1Y | -46.8% | +5.4% | -52.2% | -35.0% |
| 3Y | -76.2% | +191.0% | -267.2% | -31.7% |
| 5Y | -94.3% | +1,093.1% | -1,187.4% | -58.3% |
| All | -98.9% | +496.3% | -595.2% | -92.5% |
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