-99.0%
VXX vs MOD
+745.5%
-844.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.9% |
| 7D | -3.0% | +6.3% | -9.3% | +0.1% |
| 30D | -11.5% | -1.7% | -9.8% | -11.9% |
| 3M | -27.3% | -30.1% | +2.8% | -37.2% |
| 6M | -49.6% | +2.7% | -52.3% | -44.6% |
| YTD | -32.0% | +44.1% | -76.1% | -8.6% |
| 1Y | -48.3% | +38.7% | -87.1% | -29.1% |
| 3Y | -78.9% | +309.8% | -388.6% | -28.6% |
| 5Y | -95.6% | +1,569.7% | -1,665.3% | -63.4% |
| All | -99.0% | +745.5% | -844.5% | -91.8% |
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