-34.1%
VXX vs MOD
-62.1%
+28.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.0% |
| 7D | -17.5% | +16.1% | -33.6% | -13.5% |
| 30D | +9.8% | -38.5% | +48.3% | +0.1% |
| 3M | -5.9% | -46.8% | +41.0% | -16.7% |
| 6M | -34.1% | -61.6% | +27.5% | -45.2% |
| All | -34.1% | -62.1% | +28.0% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling