+149.6%
GOOGL vs VXX
-78.4%
+228.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +0.9% |
| 7D | 0.0% | +2.0% | -2.0% | +0.4% |
| 30D | -1.4% | -7.1% | +5.7% | -2.7% |
| 3M | -5.3% | -28.6% | +23.3% | -10.8% |
| 6M | +9.8% | -44.0% | +53.8% | -0.2% |
| YTD | +8.4% | -31.7% | +40.1% | +3.1% |
| 1Y | +41.2% | -46.3% | +87.5% | +29.7% |
| 3Y | +149.6% | -78.3% | +227.8% | +116.5% |
| All | +149.6% | -78.4% | +228.0% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling