+97.8%
XRT vs VXX
-99.0%
+196.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.3% |
| 7D | -2.4% | +1.6% | -4.0% | -2.1% |
| 30D | -6.9% | -9.5% | +2.5% | -8.8% |
| 3M | -0.4% | -27.3% | +26.9% | -6.3% |
| 6M | +2.2% | -43.3% | +45.5% | -7.7% |
| YTD | -0.7% | -30.9% | +30.2% | -5.6% |
| 1Y | -2.0% | -47.2% | +45.2% | -10.9% |
| 3Y | +41.0% | -78.5% | +119.5% | +21.1% |
| 5Y | -3.3% | -95.6% | +92.3% | -34.6% |
| All | +97.8% | -99.0% | +196.8% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling