-78.3%
VXX vs GTLB
-10.9%
-67.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.6% |
| 7D | +2.0% | -5.7% | +7.7% | -0.6% |
| 30D | -7.1% | +15.1% | -22.2% | -0.5% |
| 3M | -28.6% | +65.5% | -94.1% | -9.4% |
| 6M | -44.0% | +102.9% | -146.9% | -20.2% |
| YTD | -31.7% | +25.2% | -56.9% | -23.7% |
| 1Y | -46.3% | -5.5% | -40.8% | -48.6% |
| 3Y | -78.3% | -10.9% | -67.4% | -73.8% |
| All | -78.3% | -10.9% | -67.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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