+558.1%
VRT vs VXX
-78.4%
+636.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +1.7% |
| 7D | -8.4% | +2.0% | -10.3% | -7.4% |
| 30D | -10.9% | -7.1% | -3.8% | -13.3% |
| 3M | -13.7% | -28.6% | +14.9% | -23.4% |
| 6M | -4.1% | -44.0% | +39.9% | -21.2% |
| YTD | +58.7% | -31.7% | +90.5% | +45.5% |
| 1Y | +89.6% | -46.3% | +136.0% | +61.7% |
| 3Y | +558.1% | -78.3% | +636.4% | +444.6% |
| All | +558.1% | -78.4% | +636.5% | +444.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling