-98.9%
VXX vs GRMN
+416.5%
-515.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +7.2% | -1.8% | +8.9% | +5.0% |
| 30D | -5.8% | -12.1% | +6.3% | -18.6% |
| 3M | -29.0% | +18.0% | -47.0% | -14.3% |
| 6M | -44.0% | +13.7% | -57.7% | -33.8% |
| YTD | -28.7% | +35.3% | -64.0% | +6.4% |
| 1Y | -45.2% | +17.2% | -62.4% | -30.0% |
| 3Y | -77.8% | +179.6% | -257.4% | +15.5% |
| 5Y | -95.6% | +75.6% | -171.2% | -87.4% |
| All | -98.9% | +416.5% | -515.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling