-49.9%
VXX vs GWRE
-25.4%
-24.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -19.9% | +20.5% | +0.1% |
| 7D | -3.5% | -21.1% | +17.6% | -4.0% |
| 30D | -13.6% | +1.3% | -14.9% | -13.6% |
| 3M | -24.6% | +7.4% | -32.0% | -24.5% |
| 6M | -39.9% | +5.6% | -45.5% | -39.8% |
| YTD | -33.1% | -19.2% | -13.9% | -35.8% |
| 1Y | -49.9% | -25.1% | -24.8% | -53.1% |
| All | -49.9% | -25.4% | -24.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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