+66.0%
VT vs VXX
-95.6%
+161.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.3% |
| 7D | -0.1% | +1.6% | -1.7% | +0.1% |
| 30D | -0.7% | -9.5% | +8.8% | -2.3% |
| 3M | +4.0% | -27.3% | +31.3% | -1.0% |
| 6M | +12.3% | -43.3% | +55.6% | +3.3% |
| YTD | +14.0% | -30.9% | +44.9% | +9.4% |
| 1Y | +20.3% | -47.2% | +67.5% | +11.3% |
| 3Y | +75.4% | -78.5% | +153.9% | +53.7% |
| 5Y | +66.0% | -95.6% | +161.6% | +13.7% |
| All | +66.0% | -95.6% | +161.5% | +13.7% |
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