+787.6%
VST vs VXX
-99.0%
+886.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.7% |
| 7D | +8.9% | -3.5% | +12.4% | +8.1% |
| 30D | +6.2% | -13.6% | +19.8% | +2.9% |
| 3M | -2.7% | -24.6% | +21.9% | -7.8% |
| 6M | -8.4% | -39.9% | +31.5% | -16.2% |
| YTD | -7.2% | -33.1% | +25.9% | -12.2% |
| 1Y | -20.9% | -49.9% | +29.0% | -28.9% |
| 3Y | +384.0% | -79.1% | +463.1% | +331.0% |
| 5Y | +757.1% | -95.6% | +852.6% | +523.9% |
| All | +787.6% | -99.0% | +886.5% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling