-46.3%
VXX vs MOD
+25.0%
-71.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.6% | -9.9% | -2.4% |
| 7D | +2.0% | -2.8% | +4.7% | +1.2% |
| 30D | -7.1% | -5.1% | -2.0% | -8.3% |
| 3M | -28.6% | -30.3% | +1.6% | -35.4% |
| 6M | -44.0% | -5.6% | -38.3% | -40.6% |
| YTD | -31.7% | +41.8% | -73.5% | -16.1% |
| 1Y | -46.3% | +28.9% | -75.3% | -32.7% |
| All | -46.3% | +25.0% | -71.3% | -32.7% |
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