-49.9%
VXX vs GDDY
-29.3%
-20.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | -3.5% | +3.7% | -7.2% | -3.4% |
| 30D | -13.6% | +10.4% | -24.0% | -13.4% |
| 3M | -24.6% | +19.4% | -44.0% | -23.2% |
| 6M | -39.9% | +14.3% | -54.1% | -38.7% |
| YTD | -33.1% | -18.4% | -14.7% | -44.7% |
| 1Y | -49.9% | -30.1% | -19.8% | -60.7% |
| All | -49.9% | -29.3% | -20.6% | -60.7% |
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