-77.3%
VXX vs MOD
+276.8%
-354.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +1.3% |
| 7D | +7.2% | -3.9% | +11.1% | +5.1% |
| 30D | -5.8% | -9.6% | +3.8% | -10.2% |
| 3M | -29.0% | -30.6% | +1.5% | -39.2% |
| 6M | -44.0% | -10.9% | -33.1% | -42.4% |
| YTD | -28.7% | +34.3% | -62.9% | -4.7% |
| 1Y | -45.2% | +18.3% | -63.5% | -29.0% |
| All | -77.3% | +276.8% | -354.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling