+692.0%
VST vs VXX
-98.9%
+790.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.6% |
| 7D | +6.6% | -14.7% | +21.2% | +3.3% |
| 30D | -12.4% | +8.9% | -21.3% | -9.2% |
| 3M | -9.0% | -4.5% | -4.5% | -8.0% |
| 6M | -6.4% | -34.0% | +27.5% | -12.0% |
| YTD | -17.2% | -29.2% | +12.1% | -19.1% |
| 1Y | -22.0% | -46.8% | +24.8% | -28.2% |
| 3Y | +296.7% | -76.2% | +372.9% | +266.4% |
| 5Y | +637.6% | -94.3% | +731.8% | +472.1% |
| All | +692.0% | -98.9% | +790.9% | +445.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling