+516.0%
GLW vs VXX
-99.0%
+615.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +1.0% |
| 7D | +7.8% | +2.0% | +5.9% | +8.4% |
| 30D | -0.4% | -7.1% | +6.7% | -2.1% |
| 3M | -5.6% | -28.6% | +23.1% | -11.9% |
| 6M | +26.7% | -44.0% | +70.7% | +13.7% |
| YTD | +91.0% | -31.7% | +122.8% | +82.3% |
| 1Y | +122.4% | -46.3% | +168.8% | +103.8% |
| 3Y | +471.0% | -78.3% | +549.3% | +390.6% |
| 5Y | +385.6% | -95.8% | +481.5% | +209.3% |
| All | +516.0% | -99.0% | +615.0% | +262.9% |
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