-1.9%
BA vs VXX
-95.6%
+93.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.0% | +1.8% |
| 7D | -0.8% | +2.0% | -2.8% | -0.3% |
| 30D | -9.0% | -7.1% | -1.9% | -10.3% |
| 3M | -5.0% | -28.6% | +23.6% | -11.3% |
| 6M | -1.7% | -44.0% | +42.3% | -11.7% |
| YTD | -3.1% | -31.7% | +28.7% | -8.3% |
| 1Y | -4.3% | -46.3% | +42.0% | -13.2% |
| 3Y | -0.3% | -78.3% | +78.0% | -15.9% |
| All | -1.9% | -95.6% | +93.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling