-65.1%
VXX vs GLXY
+3.8%
-69.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.0% |
| 7D | +2.0% | -7.3% | +9.3% | +0.2% |
| 30D | -7.1% | +15.7% | -22.8% | -2.7% |
| 3M | -28.6% | -26.7% | -2.0% | -32.1% |
| 6M | -44.0% | +13.7% | -57.7% | -37.8% |
| YTD | -31.7% | +9.1% | -40.9% | -22.0% |
| 1Y | -46.3% | -15.5% | -30.9% | -41.6% |
| All | -65.1% | +3.8% | -69.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling