+216.1%
VIAV vs VXX
-46.7%
+262.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +1.9% |
| 7D | +11.2% | +2.0% | +9.2% | +12.1% |
| 30D | -10.1% | -7.1% | -3.0% | -12.5% |
| 3M | -22.9% | -28.6% | +5.8% | -30.9% |
| 6M | +28.8% | -44.0% | +72.8% | +8.8% |
| YTD | +117.5% | -31.7% | +149.2% | +95.5% |
| 1Y | +216.1% | -46.3% | +262.4% | +178.7% |
| All | +216.1% | -46.7% | +262.8% | +178.7% |
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