+87.2%
VICI vs VXX
-99.0%
+186.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.3% |
| 7D | -2.3% | +2.0% | -4.3% | -2.0% |
| 30D | -4.8% | -7.1% | +2.3% | -5.8% |
| 3M | -10.1% | -28.6% | +18.5% | -14.8% |
| 6M | -9.7% | -44.0% | +34.3% | -17.3% |
| YTD | -8.8% | -31.7% | +23.0% | -13.0% |
| 1Y | -20.2% | -46.3% | +26.1% | -26.6% |
| 3Y | -5.8% | -78.3% | +72.5% | -19.2% |
| 5Y | +9.5% | -95.8% | +105.4% | -27.5% |
| All | +87.2% | -99.0% | +186.2% | +5.5% |
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