+73.0%
VT vs VXX
-76.8%
+149.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | -0.1% | +0.3% | -0.4% | +0.9% |
| 30D | -3.1% | +11.4% | -14.5% | -0.2% |
| 3M | -3.5% | -6.3% | +2.8% | -3.2% |
| 6M | +0.5% | -32.5% | +33.0% | -3.7% |
| YTD | +10.8% | -28.5% | +39.3% | +8.5% |
| 1Y | +11.9% | -42.4% | +54.3% | +6.4% |
| 3Y | +73.0% | -76.3% | +149.2% | +60.8% |
| All | +73.0% | -76.8% | +149.8% | +60.8% |
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 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