+76.6%
VT vs VXX
-79.2%
+155.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.3% |
| 7D | +1.0% | -3.0% | +4.0% | +0.5% |
| 30D | -0.2% | -11.5% | +11.2% | -2.1% |
| 3M | +4.5% | -27.3% | +31.9% | -0.1% |
| 6M | +14.1% | -49.6% | +63.6% | +3.9% |
| YTD | +14.8% | -32.0% | +46.8% | +10.1% |
| 1Y | +21.2% | -48.3% | +69.5% | +12.5% |
| 3Y | +76.6% | -78.9% | +155.4% | +56.8% |
| All | +76.6% | -79.2% | +155.8% | +56.8% |
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