-99.0%
VXX vs VSH
+70.1%
-169.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.1% | -10.4% | +0.9% |
| 7D | +2.0% | +4.8% | -2.8% | +6.3% |
| 30D | -7.1% | -0.7% | -6.4% | -7.1% |
| 3M | -28.6% | -43.1% | +14.4% | -55.3% |
| 6M | -44.0% | +91.8% | -135.8% | +19.7% |
| YTD | -31.7% | +131.6% | -163.4% | +81.5% |
| 1Y | -46.3% | +118.1% | -164.4% | +40.0% |
| 3Y | -78.3% | +40.9% | -119.2% | -49.9% |
| 5Y | -95.8% | +75.8% | -171.6% | -84.7% |
| All | -99.0% | +70.1% | -169.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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