-34.0%
VXX vs SPYG
+4.8%
-38.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -5.8% | +35.9% | +15.9% |
| 7D | +27.5% | -7.0% | +34.5% | +11.2% |
| 30D | +32.5% | -12.1% | +44.7% | +3.1% |
| 3M | +8.2% | -9.0% | +17.2% | -8.7% |
| 6M | -22.7% | -2.0% | -20.6% | -19.8% |
| YTD | -16.1% | +4.6% | -20.7% | +10.7% |
| 1Y | -34.0% | +4.4% | -38.5% | -11.7% |
| All | -34.0% | +4.8% | -38.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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