-2.2%
BA vs VXX
-78.1%
+75.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -1.7% |
| 7D | -1.2% | +1.6% | -2.7% | -0.9% |
| 30D | -11.3% | -9.5% | -1.9% | -12.9% |
| 3M | -3.8% | -27.3% | +23.5% | -8.7% |
| 6M | -8.3% | -43.3% | +35.1% | -15.8% |
| YTD | -4.9% | -30.9% | +25.9% | -9.1% |
| 1Y | -10.1% | -47.2% | +37.1% | -17.2% |
| All | -2.2% | -78.1% | +75.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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