+80.6%
VTV vs VXX
-95.6%
+176.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.2% |
| 7D | -1.1% | +2.0% | -3.1% | -0.8% |
| 30D | -1.0% | -7.1% | +6.1% | -1.9% |
| 3M | +4.6% | -28.6% | +33.3% | +0.4% |
| 6M | +13.5% | -44.0% | +57.5% | +6.1% |
| YTD | +18.5% | -31.7% | +50.2% | +14.5% |
| 1Y | +22.9% | -46.3% | +69.2% | +15.8% |
| 3Y | +67.8% | -78.3% | +146.1% | +50.8% |
| All | +80.6% | -95.6% | +176.3% | +33.2% |
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