+137.9%
VGT vs VXX
-95.6%
+233.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.1% |
| 7D | -0.2% | +2.0% | -2.1% | +0.4% |
| 30D | -0.4% | -7.1% | +6.7% | -2.1% |
| 3M | +4.4% | -28.6% | +33.1% | -3.3% |
| 6M | +32.1% | -44.0% | +76.1% | +16.7% |
| YTD | +28.8% | -31.7% | +60.5% | +21.3% |
| 1Y | +35.3% | -46.3% | +81.7% | +21.7% |
| 3Y | +124.8% | -78.3% | +203.0% | +90.1% |
| All | +137.9% | -95.6% | +233.5% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling