-12.3%
PYPL vs VXX
-78.4%
+66.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.2% |
| 7D | -2.3% | +2.0% | -4.2% | -1.8% |
| 30D | -9.0% | -7.1% | -1.9% | -10.3% |
| 3M | +30.6% | -28.6% | +59.2% | +22.0% |
| 6M | +18.6% | -44.0% | +62.6% | +6.2% |
| YTD | -7.2% | -31.7% | +24.6% | -11.9% |
| 1Y | -19.3% | -46.3% | +27.1% | -26.3% |
| 3Y | -12.3% | -78.3% | +66.0% | -26.7% |
| All | -12.3% | -78.4% | +66.1% | -26.7% |
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