-95.7%
VXX vs VIG
+63.0%
-158.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -2.0% |
| 7D | +2.0% | -1.1% | +3.0% | -1.3% |
| 30D | -7.1% | -2.7% | -4.3% | -14.8% |
| 3M | -28.6% | +2.5% | -31.2% | -22.0% |
| 6M | -44.0% | +9.2% | -53.2% | -22.5% |
| YTD | -31.7% | +9.8% | -41.6% | -1.7% |
| 1Y | -46.3% | +12.4% | -58.7% | -14.6% |
| 3Y | -78.3% | +55.9% | -134.2% | +15.6% |
| All | -95.7% | +63.0% | -158.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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