-51.1%
VXX vs VLTO
+18.3%
-69.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.5% |
| 7D | -4.1% | +13.8% | -17.9% | -1.6% |
| 30D | -0.8% | +21.2% | -22.0% | +4.2% |
| 3M | -19.8% | +21.5% | -41.3% | -15.5% |
| 6M | -40.5% | +33.0% | -73.5% | -34.7% |
| YTD | -35.5% | +17.8% | -53.3% | -35.2% |
| 1Y | -51.1% | +18.1% | -69.2% | -50.7% |
| All | -51.1% | +18.3% | -69.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling