+48.4%
VRTX vs VXX
-78.4%
+126.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.3% |
| 7D | -5.6% | +2.0% | -7.6% | -5.4% |
| 30D | -2.0% | -7.1% | +5.1% | -2.7% |
| 3M | +15.8% | -28.6% | +44.5% | +12.0% |
| 6M | +4.7% | -44.0% | +48.7% | -0.9% |
| YTD | +13.7% | -31.7% | +45.4% | +10.5% |
| 1Y | +29.7% | -46.3% | +76.1% | +23.5% |
| 3Y | +48.4% | -78.3% | +126.7% | +35.5% |
| All | +48.4% | -78.4% | +126.8% | +35.5% |
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