-46.8%
VXX vs MOD
-6.2%
-40.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +27.9% | -25.6% | +9.9% |
| 7D | -14.7% | +40.4% | -55.1% | -4.9% |
| 30D | +8.9% | -14.0% | +22.9% | +6.4% |
| 3M | -4.5% | -33.3% | +28.8% | -13.1% |
| 6M | -34.0% | -51.4% | +17.4% | -44.3% |
| YTD | -29.2% | +1.6% | -30.9% | -21.5% |
| 1Y | -46.8% | +5.4% | -52.2% | -39.5% |
| All | -46.8% | -6.2% | -40.7% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling