-49.9%
VXX vs GLXY
+8.0%
-58.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.4% |
| 7D | -3.5% | +13.4% | -16.9% | +0.2% |
| 30D | -13.6% | +38.1% | -51.7% | -4.9% |
| 3M | -24.6% | -7.3% | -17.3% | -23.1% |
| 6M | -39.9% | +8.2% | -48.0% | -32.8% |
| YTD | -33.1% | +17.8% | -50.8% | -20.8% |
| 1Y | -49.9% | +14.9% | -64.8% | -47.6% |
| All | -49.9% | +8.0% | -58.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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