+56.8%
RGTI vs VXX
-95.6%
+152.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -1.5% |
| 7D | +0.5% | +2.0% | -1.5% | +1.5% |
| 30D | -17.1% | -7.1% | -10.0% | -19.9% |
| 3M | -26.0% | -28.6% | +2.7% | -36.3% |
| 6M | -9.9% | -44.0% | +34.1% | -28.4% |
| YTD | -31.1% | -31.7% | +0.7% | -37.7% |
| 1Y | -8.5% | -46.3% | +37.8% | -23.3% |
| 3Y | +652.2% | -78.3% | +730.5% | +542.7% |
| All | +56.8% | -95.6% | +152.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 5y: compounded portfolio wealth divided by compounded VXX 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…
5y analysis · Full analysis span regression · 6 months rolling