-37.3%
VXX vs GDDY
-14.3%
-23.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.7% |
| 7D | +14.3% | -2.4% | +16.7% | +14.6% |
| 30D | +29.9% | +17.7% | +12.2% | +28.7% |
| 3M | +8.5% | +26.6% | -18.1% | +7.2% |
| 6M | -21.8% | +34.2% | -56.1% | -21.9% |
| YTD | -17.1% | -7.8% | -9.3% | -31.6% |
| 1Y | -37.3% | -14.0% | -23.3% | -51.6% |
| All | -37.3% | -14.3% | -23.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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