+144.4%
VT vs VXX
-99.0%
+243.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | +0.4% | -3.5% | +3.9% | -0.2% |
| 30D | +1.0% | -13.6% | +14.6% | -1.7% |
| 3M | +2.4% | -24.6% | +27.0% | -2.2% |
| 6M | +12.0% | -39.9% | +51.9% | +3.8% |
| YTD | +15.3% | -33.1% | +48.4% | +9.7% |
| 1Y | +22.6% | -49.9% | +72.5% | +11.5% |
| 3Y | +74.7% | -79.1% | +153.8% | +51.0% |
| 5Y | +66.1% | -95.6% | +161.7% | +15.5% |
| All | +144.4% | -99.0% | +243.4% | +55.6% |
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 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