+21.2%
VZ vs VXX
-51.1%
+72.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +7.9% | -13.6% | +21.5% | +8.7% |
| 3M | +13.6% | -24.6% | +38.2% | +15.2% |
| 6M | +1.1% | -39.9% | +41.0% | +3.0% |
| YTD | +29.3% | -33.1% | +62.3% | +31.2% |
| 1Y | +21.2% | -49.9% | +71.2% | +22.0% |
| All | +21.2% | -51.1% | +72.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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