-19.0%
PYPL vs VXX
-51.1%
+32.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.1% |
| 7D | +2.4% | -3.5% | +5.9% | +1.6% |
| 30D | -5.1% | -13.6% | +8.5% | -8.3% |
| 3M | +28.6% | -24.6% | +53.2% | +20.9% |
| 6M | +17.9% | -39.9% | +57.8% | +6.9% |
| YTD | -5.3% | -33.1% | +27.8% | -9.5% |
| 1Y | -19.0% | -49.9% | +30.9% | -26.5% |
| All | -19.0% | -51.1% | +32.1% | -26.5% |
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 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