+83.3%
VXUS vs VXX
-98.9%
+182.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -0.8% |
| 7D | -1.9% | +7.2% | -9.1% | -0.8% |
| 30D | -0.7% | -5.8% | +5.1% | -1.6% |
| 3M | +4.9% | -29.0% | +34.0% | -0.3% |
| 6M | +9.7% | -44.0% | +53.6% | +1.1% |
| YTD | +15.0% | -28.7% | +43.7% | +11.2% |
| 1Y | +22.4% | -45.2% | +67.6% | +14.4% |
| 3Y | +72.2% | -77.8% | +150.1% | +52.3% |
| 5Y | +52.6% | -95.6% | +148.3% | +8.7% |
| All | +83.3% | -98.9% | +182.2% | +22.6% |
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