+2,545.5%
VRT vs VXX
-99.1%
+2,644.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.1% |
| 7D | +2.4% | +1.6% | +0.9% | +3.0% |
| 30D | -2.7% | -9.5% | +6.8% | -5.4% |
| 3M | -9.2% | -27.3% | +18.1% | -16.1% |
| 6M | -0.5% | -43.3% | +42.8% | -13.4% |
| YTD | +62.3% | -30.9% | +93.2% | +53.3% |
| 1Y | +109.6% | -47.2% | +156.7% | +86.5% |
| 3Y | +573.1% | -78.5% | +651.6% | +496.2% |
| 5Y | +953.6% | -95.6% | +1,049.2% | +621.3% |
| All | +2,545.5% | -99.1% | +2,644.6% | +1,357.8% |
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