-99.0%
VXX vs STT
+120.2%
-219.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | +1.0% | +0.6% | +2.8% |
| 30D | -9.5% | +2.8% | -12.2% | -6.4% |
| 3M | -27.3% | +18.1% | -45.4% | -10.8% |
| 6M | -43.3% | +59.2% | -102.5% | -0.3% |
| YTD | -30.9% | +51.5% | -82.3% | +17.7% |
| 1Y | -47.2% | +75.7% | -122.8% | +9.3% |
| 3Y | -78.5% | +200.8% | -279.3% | -0.5% |
| 5Y | -95.6% | +155.8% | -251.4% | -78.8% |
| All | -99.0% | +120.2% | -219.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling