+4.4%
GOOGL vs VXX
-51.0%
+55.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +0.8% |
| 7D | -11.1% | -4.1% | -7.0% | -11.8% |
| 30D | -16.6% | -0.8% | -15.8% | -16.3% |
| 3M | -23.4% | -19.8% | -3.7% | -27.1% |
| 6M | -24.5% | -40.5% | +16.0% | -32.5% |
| YTD | -7.5% | -35.5% | +28.0% | -14.3% |
| 1Y | +4.4% | -51.1% | +55.5% | -11.6% |
| All | +4.4% | -51.0% | +55.4% | -11.6% |
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