-99.0%
VXX vs GWRE
+78.8%
-177.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.9% |
| 7D | +2.0% | -13.2% | +15.2% | -6.6% |
| 30D | -7.1% | -18.6% | +11.5% | -17.2% |
| 3M | -28.6% | +18.9% | -47.5% | -17.9% |
| 6M | -44.0% | -11.0% | -33.0% | -47.4% |
| YTD | -31.7% | -29.9% | -1.8% | -47.2% |
| 1Y | -46.3% | -44.3% | -2.0% | -65.3% |
| 3Y | -78.3% | +51.7% | -129.9% | -59.1% |
| 5Y | -95.8% | +15.4% | -111.3% | -93.4% |
| All | -99.0% | +78.8% | -177.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling