+80.1%
VZ vs VXX
-77.4%
+157.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.5% |
| 7D | -1.2% | +7.2% | -8.4% | -1.2% |
| 30D | +5.7% | -5.8% | +11.5% | +5.7% |
| 3M | +8.2% | -29.0% | +37.3% | +7.9% |
| 6M | +1.7% | -44.0% | +45.7% | +1.2% |
| YTD | +28.9% | -28.7% | +57.5% | +28.7% |
| 1Y | +22.7% | -45.2% | +67.9% | +22.1% |
| All | +80.1% | -77.4% | +157.5% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling