-78.3%
VXX vs VEU
+73.8%
-152.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -1.3% |
| 7D | +2.0% | -1.4% | +3.4% | -1.9% |
| 30D | -7.1% | -0.4% | -6.7% | -7.9% |
| 3M | -28.6% | +2.5% | -31.2% | -21.8% |
| 6M | -44.0% | +11.1% | -55.1% | -18.6% |
| YTD | -31.7% | +16.5% | -48.2% | +18.7% |
| 1Y | -46.3% | +22.9% | -69.3% | +14.3% |
| 3Y | -78.3% | +73.4% | -151.7% | +79.1% |
| All | -78.3% | +73.8% | -152.0% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling