-34.0%
VXX vs MTCH
+28.3%
-62.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -2.6% | +32.7% | +28.8% |
| 7D | +27.5% | -8.2% | +35.7% | +23.7% |
| 30D | +32.5% | -3.6% | +36.1% | +31.7% |
| 3M | +8.2% | +3.2% | +5.1% | +11.4% |
| 6M | -22.7% | +5.1% | -27.8% | -18.7% |
| YTD | -16.1% | +24.0% | -40.2% | +2.6% |
| 1Y | -34.0% | +20.7% | -54.7% | -20.9% |
| All | -34.0% | +28.3% | -62.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling