+478.7%
GOOG vs VXX
-99.0%
+577.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.5% |
| 7D | 0.0% | +2.0% | -1.9% | +0.5% |
| 30D | -2.0% | -7.1% | +5.1% | -3.5% |
| 3M | -5.9% | -28.6% | +22.8% | -12.3% |
| 6M | +8.9% | -44.0% | +52.9% | -2.7% |
| YTD | +7.1% | -31.7% | +38.8% | +1.1% |
| 1Y | +39.7% | -46.3% | +86.0% | +26.4% |
| 3Y | +145.8% | -78.3% | +224.1% | +108.5% |
| 5Y | +138.6% | -95.8% | +234.4% | +52.0% |
| All | +478.7% | -99.0% | +577.6% | +251.2% |
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