+68.5%
VG vs VXX
-43.9%
+112.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.3% |
| 7D | +14.0% | -14.7% | +28.6% | +17.1% |
| 30D | -1.0% | +8.9% | -9.9% | -4.9% |
| 3M | -2.7% | -4.5% | +1.8% | -2.4% |
| 6M | +1.5% | -34.0% | +35.5% | +14.3% |
| YTD | +93.7% | -29.2% | +122.9% | +138.5% |
| 1Y | +68.5% | -46.8% | +115.4% | +93.0% |
| All | +68.5% | -43.9% | +112.4% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling