-78.3%
VXX vs SPYG
+98.4%
-176.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -2.1% |
| 7D | +2.0% | -0.9% | +2.9% | -0.2% |
| 30D | -7.1% | -1.5% | -5.6% | -10.5% |
| 3M | -28.6% | +3.7% | -32.4% | -19.5% |
| 6M | -44.0% | +16.4% | -60.4% | -9.4% |
| YTD | -31.7% | +13.3% | -45.1% | +5.8% |
| 1Y | -46.3% | +17.9% | -64.2% | -3.8% |
| 3Y | -78.3% | +98.3% | -176.6% | +144.6% |
| All | -78.3% | +98.4% | -176.6% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling