+48.8%
VZ vs VXX
-99.0%
+147.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.0% |
| 7D | +0.9% | +2.0% | -1.0% | +1.1% |
| 30D | +7.7% | -7.1% | +14.8% | +7.3% |
| 3M | +9.7% | -28.6% | +38.3% | +7.5% |
| 6M | +3.1% | -44.0% | +47.1% | -0.3% |
| YTD | +30.5% | -31.7% | +62.2% | +28.2% |
| 1Y | +22.5% | -46.3% | +68.8% | +18.7% |
| 3Y | +82.4% | -78.3% | +160.6% | +71.3% |
| 5Y | +28.0% | -95.8% | +123.8% | +7.8% |
| All | +48.8% | -99.0% | +147.8% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling