-49.9%
VXX vs PAYC
+5.6%
-55.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -3.6% |
| 30D | -13.6% | +32.8% | -46.4% | -12.3% |
| 3M | -24.6% | +69.3% | -93.9% | -21.9% |
| 6M | -39.9% | +74.0% | -113.8% | -37.5% |
| YTD | -33.1% | +46.4% | -79.5% | -36.5% |
| 1Y | -49.9% | +4.2% | -54.1% | -57.5% |
| All | -49.9% | +5.6% | -55.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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