+121.2%
PAYX vs VXX
-99.0%
+220.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.2% |
| 7D | -4.9% | +2.0% | -6.8% | -4.5% |
| 30D | -3.8% | -7.1% | +3.3% | -4.9% |
| 3M | +17.9% | -28.6% | +46.5% | +11.6% |
| 6M | +26.1% | -44.0% | +70.1% | +15.2% |
| YTD | +6.7% | -31.7% | +38.5% | +1.7% |
| 1Y | -10.7% | -46.3% | +35.6% | -17.8% |
| 3Y | +7.0% | -78.3% | +85.2% | -8.2% |
| 5Y | +22.6% | -95.8% | +118.4% | -18.3% |
| All | +121.2% | -99.0% | +220.2% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling