-76.2%
VXX vs VLTO
+70.6%
-146.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +3.0% |
| 7D | -14.7% | +1.0% | -15.7% | -13.6% |
| 30D | +8.9% | +17.5% | -8.6% | +28.8% |
| 3M | -4.5% | +21.4% | -25.9% | +17.7% |
| 6M | -34.0% | +38.1% | -72.1% | -5.0% |
| YTD | -29.2% | +19.0% | -48.3% | -16.6% |
| 1Y | -46.8% | +20.7% | -67.5% | -35.7% |
| 3Y | -76.2% | +64.3% | -140.5% | -61.5% |
| All | -76.2% | +70.6% | -146.8% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling