+461.1%
VLO vs VXX
-99.0%
+560.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +0.3% |
| 7D | +5.3% | +2.0% | +3.3% | +5.8% |
| 30D | +18.2% | -7.1% | +25.3% | +16.4% |
| 3M | +53.3% | -28.6% | +82.0% | +42.8% |
| 6M | +70.4% | -44.0% | +114.4% | +50.6% |
| YTD | +143.4% | -31.7% | +175.1% | +127.2% |
| 1Y | +153.0% | -46.3% | +199.3% | +125.7% |
| 3Y | +195.0% | -78.3% | +273.2% | +142.3% |
| 5Y | +618.8% | -95.8% | +714.6% | +322.2% |
| All | +461.1% | -99.0% | +560.1% | +197.9% |
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 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