+13.8%
VRT vs VXX
-51.0%
+64.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.6% | -3.3% | -18.0% |
| 7D | -15.4% | -4.1% | -11.3% | -17.1% |
| 30D | -19.0% | -0.8% | -18.1% | -18.2% |
| 3M | -23.8% | -19.8% | -4.0% | -31.1% |
| 6M | -37.9% | -40.5% | +2.6% | -50.2% |
| YTD | +27.0% | -35.5% | +62.5% | +12.9% |
| 1Y | +13.8% | -51.1% | +64.9% | -16.7% |
| All | +13.8% | -51.0% | +64.8% | -16.7% |
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