-46.3%
VXX vs VTEB
+0.4%
-46.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -2.5% |
| 7D | +2.0% | -0.9% | +2.9% | -2.4% |
| 30D | -7.1% | -2.5% | -4.6% | -18.2% |
| 3M | -28.6% | -3.0% | -25.7% | -38.7% |
| 6M | -44.0% | -2.1% | -41.9% | -48.3% |
| YTD | -31.7% | -1.5% | -30.2% | -39.8% |
| 1Y | -46.3% | +0.2% | -46.5% | -58.4% |
| All | -46.3% | +0.4% | -46.7% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling