-78.3%
VXX vs VOO
+77.4%
-155.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -1.1% |
| 7D | +2.0% | -0.8% | +2.7% | -0.7% |
| 30D | -7.1% | -1.1% | -6.0% | -10.5% |
| 3M | -28.6% | +3.9% | -32.5% | -15.9% |
| 6M | -44.0% | +13.6% | -57.6% | -3.2% |
| YTD | -31.7% | +12.7% | -44.4% | +18.4% |
| 1Y | -46.3% | +17.6% | -63.9% | +13.7% |
| 3Y | -78.3% | +77.3% | -155.6% | +195.4% |
| All | -78.3% | +77.4% | -155.7% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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