-51.1%
VXX vs PAYC
+46.2%
-97.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.0% | -11.6% | -9.6% |
| 7D | -4.1% | +2.0% | -6.1% | -4.1% |
| 30D | -0.8% | +18.8% | -19.6% | -0.4% |
| 3M | -19.8% | +53.2% | -73.0% | -19.0% |
| 6M | -40.5% | +103.7% | -144.2% | -38.7% |
| YTD | -35.5% | +69.5% | -105.0% | -40.3% |
| 1Y | -51.1% | +48.8% | -99.9% | -57.7% |
| All | -51.1% | +46.2% | -97.3% | -57.7% |
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