-99.0%
VXX vs GDDY
+81.1%
-180.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.9% |
| 7D | +2.0% | -3.2% | +5.2% | -0.4% |
| 30D | -7.1% | +6.8% | -13.9% | -1.9% |
| 3M | -28.6% | +30.5% | -59.1% | -10.4% |
| 6M | -44.0% | +13.3% | -57.3% | -37.6% |
| YTD | -31.7% | -21.0% | -10.8% | -46.0% |
| 1Y | -46.3% | -34.0% | -12.3% | -63.8% |
| 3Y | -78.3% | +33.1% | -111.3% | -66.5% |
| 5Y | -95.8% | +30.3% | -126.2% | -92.6% |
| All | -99.0% | +81.1% | -180.1% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling