-78.3%
VXX vs VTRS
+84.5%
-162.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | +2.0% | -2.2% | +4.2% | +0.5% |
| 30D | -7.1% | +3.3% | -10.4% | -4.8% |
| 3M | -28.6% | +2.0% | -30.6% | -27.5% |
| 6M | -44.0% | +19.9% | -63.9% | -34.4% |
| YTD | -31.7% | +35.7% | -67.5% | -11.2% |
| 1Y | -46.3% | +68.1% | -114.4% | -17.3% |
| 3Y | -78.3% | +87.1% | -165.3% | -55.9% |
| All | -78.3% | +84.5% | -162.8% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling