-49.9%
VXX vs STT
+75.3%
-125.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.8% |
| 7D | -3.5% | +0.5% | -4.0% | -2.8% |
| 30D | -13.6% | +3.9% | -17.5% | -9.4% |
| 3M | -24.6% | +20.0% | -44.6% | -3.8% |
| 6M | -39.9% | +55.3% | -95.2% | +14.2% |
| YTD | -33.1% | +53.3% | -86.4% | +29.3% |
| 1Y | -49.9% | +74.7% | -124.6% | +18.1% |
| All | -49.9% | +75.3% | -125.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling