+21.8%
VZ vs VXX
-94.2%
+116.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.4% |
| 7D | +1.5% | -14.7% | +16.1% | +1.1% |
| 30D | +4.4% | +8.9% | -4.5% | +4.7% |
| 3M | -2.4% | -4.5% | +2.2% | -2.4% |
| 6M | +1.4% | -34.0% | +35.4% | +0.3% |
| YTD | +21.4% | -29.2% | +50.6% | +20.7% |
| 1Y | +20.3% | -46.8% | +67.1% | +18.3% |
| 3Y | +57.4% | -76.2% | +133.6% | +50.8% |
| All | +21.8% | -94.2% | +116.0% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling