-99.0%
VXX vs VYM
+135.1%
-234.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -2.4% |
| 7D | +2.0% | -0.8% | +2.8% | -0.2% |
| 30D | -7.1% | -2.2% | -4.8% | -12.8% |
| 3M | -28.6% | +3.1% | -31.7% | -21.7% |
| 6M | -44.0% | +9.7% | -53.7% | -24.6% |
| YTD | -31.7% | +14.9% | -46.6% | +6.6% |
| 1Y | -46.3% | +17.6% | -63.9% | -8.2% |
| 3Y | -78.3% | +65.3% | -143.6% | +24.5% |
| 5Y | -95.8% | +78.7% | -174.5% | -64.0% |
| All | -99.0% | +135.1% | -234.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling