-46.3%
VXX vs GEN
+5.1%
-51.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.0% |
| 7D | +2.0% | -1.3% | +3.2% | +1.6% |
| 30D | -7.1% | +6.1% | -13.2% | -5.2% |
| 3M | -28.6% | +27.0% | -55.6% | -22.2% |
| 6M | -44.0% | +43.9% | -87.8% | -34.8% |
| YTD | -31.7% | +13.0% | -44.7% | -35.2% |
| 1Y | -46.3% | +4.0% | -50.4% | -52.4% |
| All | -46.3% | +5.1% | -51.4% | -52.4% |
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