-99.0%
VXX vs VSAT
-4.7%
-94.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -1.3% | +3.3% | +1.6% |
| 30D | -7.1% | -14.8% | +7.7% | -11.5% |
| 3M | -28.6% | +2.2% | -30.8% | -26.1% |
| 6M | -44.0% | +60.2% | -104.2% | -29.4% |
| YTD | -31.7% | +115.6% | -147.4% | -1.6% |
| 1Y | -46.3% | +132.9% | -179.2% | -17.6% |
| 3Y | -78.3% | +216.1% | -294.3% | -51.6% |
| 5Y | -95.8% | +52.9% | -148.8% | -92.2% |
| All | -99.0% | -4.7% | -94.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 all: compounded portfolio wealth divided by compounded VSAT 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…
all analysis · Full analysis span regression · 6 months rolling