+632.4%
GEV vs VXX
-64.8%
+697.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +2.3% |
| 7D | +1.6% | +2.0% | -0.3% | +2.4% |
| 30D | -7.9% | -7.1% | -0.9% | -9.9% |
| 3M | +5.6% | -28.6% | +34.3% | -3.6% |
| 6M | +13.1% | -44.0% | +57.0% | -2.5% |
| YTD | +46.7% | -31.7% | +78.5% | +36.4% |
| 1Y | +51.3% | -46.3% | +97.6% | +33.5% |
| All | +632.4% | -64.8% | +697.2% | +618.0% |
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 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