+26.2%
VCIT vs VXX
-98.9%
+125.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -0.7% |
| 7D | -1.0% | +7.2% | -8.2% | -0.9% |
| 30D | -1.3% | -5.8% | +4.5% | -1.4% |
| 3M | -1.6% | -29.0% | +27.5% | -2.1% |
| 6M | -2.3% | -44.0% | +41.7% | -3.1% |
| YTD | -1.7% | -28.7% | +27.0% | -2.1% |
| 1Y | -0.7% | -45.2% | +44.4% | -1.5% |
| 3Y | +18.1% | -77.8% | +95.9% | +16.5% |
| 5Y | +2.4% | -95.6% | +98.1% | -1.1% |
| All | +26.2% | -98.9% | +125.1% | +18.4% |
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 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