-74.3%
GRAB vs VXX
-98.3%
+24.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +0.4% |
| 7D | -10.8% | +2.0% | -12.8% | -10.4% |
| 30D | -15.5% | -7.1% | -8.4% | -16.7% |
| 3M | -9.0% | -28.6% | +19.7% | -14.4% |
| 6M | -21.6% | -44.0% | +22.4% | -29.0% |
| YTD | -38.9% | -31.7% | -7.1% | -41.9% |
| 1Y | -44.8% | -46.3% | +1.5% | -49.4% |
| 3Y | -18.4% | -78.3% | +59.8% | -30.4% |
| 5Y | -71.6% | -95.8% | +24.2% | -81.7% |
| All | -74.3% | -98.3% | +24.0% | -86.3% |
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