+172.9%
RTX vs VXX
-78.4%
+251.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.4% |
| 30D | -11.0% | -7.1% | -3.9% | -11.4% |
| 3M | +7.7% | -28.6% | +36.3% | +5.2% |
| 6M | -3.9% | -44.0% | +40.1% | -7.4% |
| YTD | +9.0% | -31.7% | +40.7% | +6.8% |
| 1Y | +27.3% | -46.3% | +73.6% | +23.1% |
| 3Y | +172.9% | -78.3% | +251.2% | +151.2% |
| All | +172.9% | -78.4% | +251.3% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling