-80.6%
VXX vs VLTO
+23.4%
-104.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +1.6% |
| 7D | +7.2% | -4.5% | +11.7% | +1.7% |
| 30D | -5.8% | -4.6% | -1.2% | -10.6% |
| 3M | -29.0% | +13.3% | -42.3% | -17.2% |
| 6M | -44.0% | +2.1% | -46.1% | -42.8% |
| YTD | -28.7% | -6.1% | -22.6% | -34.4% |
| 1Y | -45.2% | -11.4% | -33.8% | -53.4% |
| All | -80.6% | +23.4% | -104.0% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling