+2,050.2%
STX vs VXX
-99.0%
+2,149.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -4.8% |
| 7D | -2.3% | +2.0% | -4.2% | -1.8% |
| 30D | -5.5% | -7.1% | +1.6% | -7.1% |
| 3M | -4.3% | -28.6% | +24.3% | -10.8% |
| 6M | +115.6% | -44.0% | +159.6% | +93.0% |
| YTD | +202.2% | -31.7% | +233.9% | +187.8% |
| 1Y | +325.3% | -46.3% | +371.6% | +289.0% |
| 3Y | +1,283.9% | -78.3% | +1,362.2% | +1,103.2% |
| 5Y | +1,048.3% | -95.8% | +1,144.1% | +662.3% |
| All | +2,050.2% | -99.0% | +2,149.2% | +1,262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling