-78.3%
VXX vs ITOT
+75.8%
-154.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -1.3% |
| 7D | +2.0% | -0.9% | +2.9% | -1.1% |
| 30D | -7.1% | -1.5% | -5.6% | -11.6% |
| 3M | -28.6% | +3.6% | -32.2% | -17.3% |
| 6M | -44.0% | +13.7% | -57.7% | -4.4% |
| YTD | -31.7% | +12.9% | -44.7% | +17.6% |
| 1Y | -46.3% | +17.2% | -63.5% | +10.2% |
| 3Y | -78.3% | +75.6% | -153.9% | +164.5% |
| All | -78.3% | +75.8% | -154.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling