-78.3%
VXX vs STT
+197.5%
-275.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -2.6% |
| 7D | +2.0% | -0.4% | +2.4% | +1.4% |
| 30D | -7.1% | +1.7% | -8.8% | -4.5% |
| 3M | -28.6% | +17.9% | -46.5% | -6.5% |
| 6M | -44.0% | +55.3% | -99.3% | +17.1% |
| YTD | -31.7% | +52.7% | -84.4% | +43.5% |
| 1Y | -46.3% | +75.7% | -122.0% | +47.3% |
| 3Y | -78.3% | +197.9% | -276.2% | +53.5% |
| All | -78.3% | +197.5% | -275.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling