+123.2%
GLW vs VXX
-51.1%
+174.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.9% |
| 7D | +3.8% | -3.5% | +7.3% | +2.1% |
| 30D | -1.3% | -13.6% | +12.3% | -7.7% |
| 3M | -21.8% | -24.6% | +2.8% | -29.6% |
| 6M | +6.9% | -39.9% | +46.8% | -9.5% |
| YTD | +77.2% | -33.1% | +110.2% | +56.3% |
| 1Y | +123.2% | -49.9% | +173.2% | +91.8% |
| All | +123.2% | -51.1% | +174.3% | +91.8% |
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 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