+68.5%
VIAV vs VXX
-51.1%
+119.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -7.2% |
| 7D | -14.7% | -4.1% | -10.6% | -15.8% |
| 30D | -37.4% | -0.8% | -36.6% | -36.2% |
| 3M | -27.1% | -19.8% | -7.3% | -32.4% |
| 6M | -44.0% | -40.5% | -3.5% | -52.9% |
| YTD | +64.9% | -35.5% | +100.4% | +46.7% |
| All | +68.5% | -51.1% | +119.6% | +37.9% |
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