-46.3%
VXX vs GWRE
-44.7%
-1.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.3% |
| 7D | +2.0% | -13.2% | +15.2% | +1.5% |
| 30D | -7.1% | -18.6% | +11.5% | -7.7% |
| 3M | -28.6% | +18.9% | -47.5% | -27.4% |
| 6M | -44.0% | -11.0% | -33.0% | -45.0% |
| YTD | -31.7% | -29.9% | -1.8% | -40.8% |
| 1Y | -46.3% | -44.3% | -2.0% | -58.5% |
| All | -46.3% | -44.7% | -1.7% | -58.5% |
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