+19.1%
PYPL vs VXX
-41.6%
+60.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +2.9% |
| 7D | -5.9% | +7.2% | -13.1% | -4.4% |
| 30D | -9.4% | -5.8% | -3.6% | -10.3% |
| 3M | +31.3% | -29.0% | +60.3% | +22.7% |
| 6M | +19.1% | -44.0% | +63.1% | +6.5% |
| All | +19.1% | -41.6% | +60.7% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling