-98.9%
VXX vs GEN
+128.3%
-227.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.6% |
| 7D | +7.2% | -4.3% | +11.5% | +4.3% |
| 30D | -5.8% | +3.8% | -9.6% | -3.4% |
| 3M | -29.0% | +22.3% | -51.3% | -19.2% |
| 6M | -44.0% | +39.0% | -82.9% | -30.0% |
| YTD | -28.7% | +11.9% | -40.6% | -21.6% |
| 1Y | -45.2% | +4.5% | -49.7% | -41.9% |
| 3Y | -77.8% | +59.0% | -136.8% | -65.9% |
| 5Y | -95.6% | +22.0% | -117.6% | -93.6% |
| All | -98.9% | +128.3% | -227.2% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling