-95.7%
VXX vs VCLT
-17.2%
-78.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | +2.0% | -1.4% | +3.3% | +0.5% |
| 30D | -7.1% | -1.2% | -5.9% | -8.2% |
| 3M | -28.6% | -4.8% | -23.9% | -32.2% |
| 6M | -44.0% | -2.6% | -41.4% | -45.0% |
| YTD | -31.7% | -3.3% | -28.4% | -33.3% |
| 1Y | -46.3% | -4.8% | -41.5% | -48.3% |
| 3Y | -78.3% | +11.5% | -89.8% | -74.6% |
| All | -95.7% | -17.2% | -78.5% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling