+478.1%
GOOGL vs VXX
-99.0%
+577.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +0.8% |
| 7D | 0.0% | +2.0% | -2.0% | +0.5% |
| 30D | -1.4% | -7.1% | +5.7% | -3.0% |
| 3M | -5.3% | -28.6% | +23.3% | -11.8% |
| 6M | +9.8% | -44.0% | +53.8% | -2.0% |
| YTD | +8.4% | -31.7% | +40.1% | +2.3% |
| 1Y | +41.2% | -46.3% | +87.5% | +27.7% |
| 3Y | +149.6% | -78.3% | +227.8% | +111.5% |
| 5Y | +142.6% | -95.8% | +238.4% | +54.1% |
| All | +478.1% | -99.0% | +577.1% | +249.6% |
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 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