-95.8%
VXX vs MOD
+1,484.1%
-1,579.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +0.1% |
| 7D | +1.6% | +3.6% | -2.0% | +3.4% |
| 30D | -9.5% | -2.6% | -6.8% | -10.3% |
| 3M | -27.3% | -33.1% | +5.9% | -38.2% |
| 6M | -43.3% | -7.5% | -35.8% | -41.0% |
| YTD | -30.9% | +39.3% | -70.2% | -8.6% |
| 1Y | -47.2% | +34.3% | -81.4% | -28.6% |
| 3Y | -78.5% | +296.2% | -374.7% | -31.3% |
| All | -95.8% | +1,484.1% | -1,579.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling