-81.4%
VXX vs VLTO
+24.3%
-105.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.5% |
| 7D | +2.0% | -2.3% | +4.3% | -0.6% |
| 30D | -7.1% | -2.7% | -4.4% | -9.7% |
| 3M | -28.6% | +14.0% | -42.7% | -16.0% |
| 6M | -44.0% | +3.3% | -47.3% | -41.9% |
| YTD | -31.7% | -5.4% | -26.3% | -36.7% |
| 1Y | -46.3% | -13.3% | -33.1% | -56.0% |
| All | -81.4% | +24.3% | -105.7% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling