+345.0%
GE vs VXX
-98.9%
+443.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | +0.4% |
| 7D | -2.8% | +7.2% | -9.9% | -1.1% |
| 30D | -11.9% | -5.8% | -6.1% | -13.2% |
| 3M | +1.8% | -29.0% | +30.9% | -5.7% |
| 6M | -0.6% | -44.0% | +43.4% | -11.7% |
| YTD | +5.5% | -28.7% | +34.2% | +0.5% |
| 1Y | +15.0% | -45.2% | +60.1% | +4.0% |
| 3Y | +269.5% | -77.8% | +347.3% | +213.0% |
| 5Y | +422.4% | -95.6% | +518.1% | +225.8% |
| All | +345.0% | -98.9% | +443.9% | +159.2% |
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