-34.0%
VXX vs VTRS
+88.0%
-122.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -1.3% | +31.4% | +29.5% |
| 7D | +27.5% | -1.2% | +28.7% | +27.1% |
| 30D | +32.5% | +8.2% | +24.4% | +37.8% |
| 3M | +8.2% | +8.3% | 0.0% | +12.9% |
| 6M | -22.7% | +24.1% | -46.7% | -11.7% |
| YTD | -16.1% | +56.0% | -72.1% | +13.9% |
| 1Y | -34.0% | +82.7% | -116.8% | -2.9% |
| All | -34.0% | +88.0% | -122.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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