-95.6%
VXX vs VT
+65.7%
-161.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | -0.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.2% |
| 30D | -9.5% | -0.7% | -8.8% | -11.0% |
| 3M | -27.3% | +4.0% | -31.3% | -16.3% |
| 6M | -43.3% | +12.3% | -55.6% | -14.6% |
| YTD | -30.9% | +14.0% | -44.9% | +12.2% |
| 1Y | -47.2% | +20.3% | -67.5% | +4.0% |
| 3Y | -78.5% | +75.4% | -153.9% | +64.7% |
| 5Y | -95.6% | +66.0% | -161.6% | -73.7% |
| All | -95.6% | +65.7% | -161.3% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling