+57.7%
GEV vs VXX
-51.1%
+108.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.2% |
| 7D | +3.3% | -3.5% | +6.8% | +1.9% |
| 30D | -7.5% | -13.6% | +6.1% | -12.4% |
| 3M | -2.2% | -24.6% | +22.4% | -10.8% |
| 6M | +12.1% | -39.9% | +52.0% | -3.5% |
| YTD | +44.4% | -33.1% | +77.4% | +30.4% |
| 1Y | +57.7% | -49.9% | +107.6% | +31.0% |
| All | +57.7% | -51.1% | +108.8% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling