+775.1%
VST vs VXX
-95.6%
+870.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | -0.2% |
| 7D | -0.6% | +2.0% | -2.6% | 0.0% |
| 30D | +1.2% | -7.1% | +8.3% | -0.6% |
| 3M | +1.5% | -28.6% | +30.1% | -6.3% |
| 6M | -6.5% | -44.0% | +37.5% | -17.8% |
| YTD | -7.8% | -31.7% | +24.0% | -13.2% |
| 1Y | -26.9% | -46.3% | +19.4% | -34.4% |
| 3Y | +353.9% | -78.3% | +432.1% | +301.7% |
| All | +775.1% | -95.6% | +870.8% | +517.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling