-99.0%
VXX vs VT
+143.1%
-242.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -2.1% |
| 30D | -13.6% | +1.0% | -14.6% | -10.9% |
| 3M | -24.6% | +2.4% | -27.0% | -16.9% |
| 6M | -39.9% | +12.0% | -51.9% | -9.5% |
| YTD | -33.1% | +15.3% | -48.4% | +12.3% |
| 1Y | -49.9% | +22.6% | -72.5% | +4.3% |
| 3Y | -79.1% | +74.7% | -153.8% | +75.4% |
| 5Y | -95.6% | +66.1% | -161.7% | -60.1% |
| All | -99.0% | +143.1% | -242.1% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling