+129.7%
VTR vs VXX
-78.4%
+208.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.7% |
| 7D | -0.3% | +2.0% | -2.3% | -0.2% |
| 30D | +1.1% | -7.1% | +8.2% | +0.7% |
| 3M | +7.9% | -28.6% | +36.5% | +6.1% |
| 6M | +6.2% | -44.0% | +50.1% | +3.1% |
| YTD | +17.7% | -31.7% | +49.5% | +16.0% |
| 1Y | +32.9% | -46.3% | +79.2% | +29.4% |
| 3Y | +129.7% | -78.3% | +207.9% | +109.1% |
| All | +129.7% | -78.4% | +208.1% | +109.1% |
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