-20.9%
VST vs VXX
-51.1%
+30.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.7% |
| 7D | +8.9% | -3.5% | +12.4% | +7.8% |
| 30D | +6.2% | -13.6% | +19.8% | +1.9% |
| 3M | -2.7% | -24.6% | +21.9% | -9.4% |
| 6M | -8.4% | -39.9% | +31.5% | -17.6% |
| YTD | -7.2% | -33.1% | +25.9% | -12.7% |
| 1Y | -20.9% | -49.9% | +29.0% | -27.1% |
| All | -20.9% | -51.1% | +30.2% | -27.1% |
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