-45.2%
VXX vs VT
+18.7%
-63.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.0% | +0.5% |
| 7D | +7.2% | -2.0% | +9.1% | +0.8% |
| 30D | -5.8% | -1.4% | -4.4% | -9.6% |
| 3M | -29.0% | +4.7% | -33.8% | -15.8% |
| 6M | -44.0% | +11.4% | -55.3% | -13.5% |
| YTD | -28.7% | +13.1% | -41.7% | +20.8% |
| 1Y | -45.2% | +19.0% | -64.2% | +13.5% |
| All | -45.2% | +18.7% | -63.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling