-35.6%
BA vs VXX
-99.0%
+63.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.3% |
| 7D | +2.5% | -3.0% | +5.5% | +1.6% |
| 30D | -10.1% | -11.5% | +1.4% | -13.1% |
| 3M | -2.4% | -27.3% | +24.9% | -10.0% |
| 6M | -8.8% | -49.6% | +40.7% | -22.8% |
| YTD | -2.9% | -32.0% | +29.1% | -9.9% |
| 1Y | -8.8% | -48.3% | +39.6% | -20.5% |
| 3Y | -0.3% | -78.9% | +78.6% | -20.9% |
| 5Y | -0.3% | -95.6% | +95.3% | -44.8% |
| All | -35.6% | -99.0% | +63.4% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling