-99.0%
VXX vs GFI
+1,176.1%
-1,275.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.4% |
| 7D | +2.0% | -4.9% | +6.8% | +1.6% |
| 30D | -7.1% | +10.7% | -17.8% | -6.2% |
| 3M | -28.6% | +25.6% | -54.3% | -27.0% |
| 6M | -44.0% | -8.3% | -35.7% | -43.5% |
| YTD | -31.7% | +6.3% | -38.0% | -30.4% |
| 1Y | -46.3% | +22.1% | -68.4% | -44.6% |
| 3Y | -78.3% | +289.2% | -367.5% | -75.7% |
| 5Y | -95.8% | +531.7% | -627.5% | -95.1% |
| All | -99.0% | +1,176.1% | -1,275.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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