-34.0%
VXX vs VEU
+12.7%
-46.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -3.7% | +33.8% | +21.3% |
| 7D | +27.5% | -3.4% | +30.9% | +20.3% |
| 30D | +32.5% | -5.6% | +38.2% | +19.7% |
| 3M | +8.2% | -6.2% | +14.5% | -3.0% |
| 6M | -22.7% | -2.0% | -20.7% | -21.5% |
| YTD | -16.1% | +8.5% | -24.6% | +24.2% |
| 1Y | -34.0% | +12.1% | -46.1% | +13.1% |
| All | -34.0% | +12.7% | -46.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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