-99.0%
VXX vs GRMN
+438.5%
-537.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | +0.6% |
| 7D | +2.0% | +2.4% | -0.5% | +5.0% |
| 30D | -7.1% | -8.5% | +1.4% | -15.7% |
| 3M | -28.6% | +19.5% | -48.1% | -12.8% |
| 6M | -44.0% | +21.2% | -65.2% | -28.5% |
| YTD | -31.7% | +41.0% | -72.8% | +7.0% |
| 1Y | -46.3% | +19.6% | -65.9% | -30.0% |
| 3Y | -78.3% | +183.8% | -262.1% | +14.4% |
| 5Y | -95.8% | +83.0% | -178.8% | -87.3% |
| All | -99.0% | +438.5% | -537.4% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling