-95.7%
VXX vs VTEB
+1.2%
-96.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -3.6% |
| 7D | +2.0% | -0.9% | +2.9% | +0.3% |
| 30D | -7.1% | -2.5% | -4.6% | -11.2% |
| 3M | -28.6% | -3.0% | -25.7% | -32.3% |
| 6M | -44.0% | -2.1% | -41.9% | -45.8% |
| YTD | -31.7% | -1.5% | -30.2% | -33.3% |
| 1Y | -46.3% | +0.2% | -46.5% | -46.3% |
| 3Y | -78.3% | +8.6% | -86.8% | -74.3% |
| All | -95.7% | +1.2% | -96.9% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling