+774.2%
VST vs VXX
-98.9%
+873.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -2.0% |
| 7D | +2.0% | +7.2% | -5.2% | +3.6% |
| 30D | +1.5% | -5.8% | +7.3% | +0.3% |
| 3M | +6.3% | -29.0% | +35.3% | -0.7% |
| 6M | -10.3% | -44.0% | +33.7% | -19.6% |
| YTD | -8.6% | -28.7% | +20.1% | -12.3% |
| 1Y | -29.3% | -45.2% | +15.8% | -35.2% |
| 3Y | +344.9% | -77.8% | +422.7% | +301.8% |
| 5Y | +774.8% | -95.6% | +870.5% | +536.2% |
| All | +774.2% | -98.9% | +873.1% | +491.8% |
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