-49.9%
VXX vs GEN
+5.4%
-55.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | -0.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.8% |
| 30D | -13.6% | +10.1% | -23.7% | -10.7% |
| 3M | -24.6% | +16.1% | -40.7% | -20.7% |
| 6M | -39.9% | +38.9% | -78.7% | -32.2% |
| YTD | -33.1% | +14.4% | -47.5% | -36.0% |
| 1Y | -49.9% | +5.9% | -55.8% | -54.7% |
| All | -49.9% | +5.4% | -55.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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