-99.0%
VXX vs MOD
+366.4%
-465.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +2.9% |
| 7D | -17.5% | +16.1% | -33.6% | -10.4% |
| 30D | +9.8% | -38.5% | +48.3% | -11.0% |
| 3M | -5.9% | -46.8% | +41.0% | -28.2% |
| 6M | -34.1% | -61.6% | +27.5% | -55.5% |
| YTD | -30.8% | -20.5% | -10.3% | -28.0% |
| 1Y | -44.4% | -28.0% | -16.3% | -43.6% |
| 3Y | -77.0% | +134.9% | -212.0% | -40.6% |
| 5Y | -94.4% | +833.2% | -927.5% | -64.0% |
| All | -99.0% | +366.4% | -465.3% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling