-78.3%
VXX vs GWRE
+50.1%
-128.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.1% |
| 7D | +2.0% | -13.2% | +15.2% | -2.2% |
| 30D | -7.1% | -18.6% | +11.5% | -11.6% |
| 3M | -28.6% | +18.9% | -47.5% | -21.9% |
| 6M | -44.0% | -11.0% | -33.0% | -45.5% |
| YTD | -31.7% | -29.9% | -1.8% | -42.4% |
| 1Y | -46.3% | -44.3% | -2.0% | -60.5% |
| 3Y | -78.3% | +51.7% | -129.9% | -58.3% |
| All | -78.3% | +50.1% | -128.4% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling