+453.9%
VLO vs VXX
-98.9%
+552.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -0.2% |
| 7D | +4.0% | +7.2% | -3.2% | +5.6% |
| 30D | +19.0% | -5.8% | +24.8% | +17.5% |
| 3M | +50.0% | -29.0% | +79.0% | +39.4% |
| 6M | +79.1% | -44.0% | +123.1% | +58.3% |
| YTD | +140.3% | -28.7% | +168.9% | +126.4% |
| 1Y | +148.3% | -45.2% | +193.5% | +122.5% |
| 3Y | +194.6% | -77.8% | +272.5% | +142.8% |
| 5Y | +609.6% | -95.6% | +705.2% | +320.7% |
| All | +453.9% | -98.9% | +552.9% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling