-78.3%
VXX price history and return analytics
+74.2%
-152.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -1.0% |
| 7D | +2.0% | -1.1% | +3.1% | -2.0% |
| 30D | -7.1% | -1.0% | -6.1% | -10.1% |
| 3M | -28.6% | +3.2% | -31.8% | -18.1% |
| 6M | -44.0% | +12.5% | -56.5% | -6.5% |
| YTD | -31.7% | +14.1% | -45.8% | +24.4% |
| 1Y | -46.3% | +18.9% | -65.3% | +19.9% |
| 3Y | -78.3% | +74.1% | -152.3% | +181.9% |
| All | -78.3% | +74.2% | -152.5% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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