-99.0%
VXX vs STT
+121.9%
-220.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.0% |
| 7D | +2.0% | -0.4% | +2.4% | +1.5% |
| 30D | -7.1% | +1.7% | -8.8% | -5.1% |
| 3M | -28.6% | +17.9% | -46.5% | -12.7% |
| 6M | -44.0% | +55.3% | -99.3% | -4.3% |
| YTD | -31.7% | +52.7% | -84.4% | +17.4% |
| 1Y | -46.3% | +75.7% | -122.0% | +11.0% |
| 3Y | -78.3% | +197.9% | -276.2% | -0.3% |
| 5Y | -95.8% | +158.8% | -254.6% | -79.6% |
| All | -99.0% | +121.9% | -220.9% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling