-33.5%
VG vs VXX
-56.6%
+23.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.0% |
| 7D | +9.6% | +2.0% | +7.6% | +10.0% |
| 30D | +15.2% | -7.1% | +22.3% | +13.4% |
| 3M | +24.1% | -28.6% | +52.7% | +14.7% |
| 6M | +27.2% | -44.0% | +71.1% | +9.6% |
| YTD | +132.3% | -31.7% | +164.0% | +120.6% |
| 1Y | +15.7% | -46.3% | +62.0% | +2.3% |
| All | -33.5% | -56.6% | +23.0% | -23.6% |
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