+269.3%
VUG vs VXX
-98.9%
+368.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | +0.2% |
| 7D | -1.9% | +7.2% | -9.0% | -0.3% |
| 30D | -1.6% | -5.8% | +4.3% | -2.8% |
| 3M | +4.4% | -29.0% | +33.4% | -2.6% |
| 6M | +13.2% | -44.0% | +57.2% | +1.3% |
| YTD | +7.5% | -28.7% | +36.2% | +2.7% |
| 1Y | +12.5% | -45.2% | +57.7% | +2.6% |
| 3Y | +86.0% | -77.8% | +163.8% | +60.0% |
| 5Y | +76.5% | -95.6% | +172.1% | +16.7% |
| All | +269.3% | -98.9% | +368.3% | +127.1% |
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 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