-49.9%
VXX vs GRMN
+18.2%
-68.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.5% |
| 7D | -3.5% | -2.9% | -0.6% | -4.7% |
| 30D | -13.6% | -8.4% | -5.2% | -16.9% |
| 3M | -24.6% | +15.0% | -39.6% | -17.6% |
| 6M | -39.9% | +11.2% | -51.1% | -34.5% |
| YTD | -33.1% | +37.7% | -70.8% | -12.3% |
| 1Y | -49.9% | +18.5% | -68.4% | -41.6% |
| All | -49.9% | +18.2% | -68.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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