-99.0%
VXX vs GAP
-17.8%
-81.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -3.0% |
| 7D | +2.0% | -4.1% | +6.1% | +0.2% |
| 30D | -7.1% | +6.2% | -13.3% | -4.1% |
| 3M | -28.6% | -0.7% | -27.9% | -28.4% |
| 6M | -44.0% | -7.1% | -36.9% | -44.6% |
| YTD | -31.7% | -14.1% | -17.7% | -33.5% |
| 1Y | -46.3% | -8.5% | -37.9% | -44.8% |
| 3Y | -78.3% | +115.4% | -193.6% | -58.6% |
| 5Y | -95.8% | +9.8% | -105.7% | -93.0% |
| All | -99.0% | -17.8% | -81.2% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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