-99.0%
VXX vs VTEB
+17.5%
-116.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -3.7% |
| 7D | +2.0% | -0.9% | +2.9% | +0.5% |
| 30D | -7.1% | -2.5% | -4.6% | -10.9% |
| 3M | -28.6% | -3.0% | -25.7% | -32.1% |
| 6M | -44.0% | -2.1% | -41.9% | -45.7% |
| YTD | -31.7% | -1.5% | -30.2% | -33.0% |
| 1Y | -46.3% | +0.2% | -46.5% | -46.0% |
| 3Y | -78.3% | +8.6% | -86.8% | -74.7% |
| 5Y | -95.8% | +1.2% | -97.0% | -95.6% |
| All | -99.0% | +17.5% | -116.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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