-95.7%
VXX vs GDDY
+29.8%
-125.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -3.3% |
| 7D | +2.0% | -3.2% | +5.2% | +0.4% |
| 30D | -7.1% | +6.8% | -13.9% | -3.4% |
| 3M | -28.6% | +30.5% | -59.1% | -14.9% |
| 6M | -44.0% | +13.3% | -57.3% | -38.7% |
| YTD | -31.7% | -21.0% | -10.8% | -43.9% |
| 1Y | -46.3% | -34.0% | -12.3% | -61.5% |
| 3Y | -78.3% | +33.1% | -111.3% | -70.3% |
| All | -95.7% | +29.8% | -125.4% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling