+272.8%
VUG vs VXX
-99.0%
+371.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | 0.0% |
| 7D | -0.5% | +2.0% | -2.5% | 0.0% |
| 30D | -1.0% | -7.1% | +6.1% | -2.5% |
| 3M | +3.5% | -28.6% | +32.2% | -3.3% |
| 6M | +14.2% | -44.0% | +58.2% | +2.2% |
| YTD | +8.5% | -31.7% | +40.2% | +2.7% |
| 1Y | +12.9% | -46.3% | +59.2% | +2.5% |
| 3Y | +85.6% | -78.3% | +163.9% | +59.1% |
| 5Y | +78.1% | -95.8% | +174.0% | +16.7% |
| All | +272.8% | -99.0% | +371.7% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling