-44.0%
VXX vs VEU
+11.5%
-55.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -2.3% |
| 7D | +2.0% | -1.4% | +3.4% | -0.5% |
| 30D | -7.1% | -0.4% | -6.7% | -7.5% |
| 3M | -28.6% | +2.5% | -31.2% | -23.7% |
| 6M | -44.0% | +11.1% | -55.1% | -24.5% |
| All | -44.0% | +11.5% | -55.5% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling