-78.3%
VXX vs VYM
+65.1%
-143.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -1.7% |
| 7D | +2.0% | -0.8% | +2.8% | -0.9% |
| 30D | -7.1% | -2.2% | -4.8% | -14.7% |
| 3M | -28.6% | +3.1% | -31.7% | -19.3% |
| 6M | -44.0% | +9.7% | -53.7% | -16.5% |
| YTD | -31.7% | +14.9% | -46.6% | +24.4% |
| 1Y | -46.3% | +17.6% | -63.9% | +10.4% |
| 3Y | -78.3% | +65.3% | -143.6% | +85.9% |
| All | -78.3% | +65.1% | -143.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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