-99.0%
VXX vs GNRC
+261.3%
-360.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -2.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.1% | -15.7% | +8.6% | -16.1% |
| 3M | -28.6% | -27.3% | -1.3% | -40.2% |
| 6M | -44.0% | -12.1% | -31.9% | -45.3% |
| YTD | -31.7% | +37.1% | -68.9% | -9.0% |
| 1Y | -46.3% | -0.5% | -45.9% | -40.5% |
| 3Y | -78.3% | +61.5% | -139.8% | -59.5% |
| 5Y | -95.8% | -58.6% | -37.3% | -96.6% |
| All | -99.0% | +261.3% | -360.3% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling