+362.2%
VST vs VXX
-78.1%
+440.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.1% |
| 7D | +5.3% | +1.6% | +3.8% | +5.8% |
| 30D | +5.8% | -9.5% | +15.2% | +2.6% |
| 3M | +3.5% | -27.3% | +30.8% | -5.3% |
| 6M | -7.4% | -43.3% | +35.9% | -20.5% |
| YTD | -6.1% | -30.9% | +24.8% | -12.4% |
| 1Y | -21.6% | -47.2% | +25.6% | -31.6% |
| All | +362.2% | -78.1% | +440.3% | +311.2% |
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