+84.5%
VTR vs VXX
-95.6%
+180.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.1% |
| 30D | +1.1% | -7.1% | +8.2% | +0.5% |
| 3M | +7.9% | -28.6% | +36.5% | +4.7% |
| 6M | +6.2% | -44.0% | +50.1% | +1.0% |
| YTD | +17.7% | -31.7% | +49.5% | +14.7% |
| 1Y | +32.9% | -46.3% | +79.2% | +26.9% |
| 3Y | +129.7% | -78.3% | +207.9% | +107.6% |
| All | +84.5% | -95.6% | +180.2% | +37.5% |
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