+136.5%
BAC vs VXX
-78.4%
+214.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.6% |
| 7D | 0.0% | +2.0% | -2.0% | +0.4% |
| 30D | -2.8% | -7.1% | +4.3% | -4.0% |
| 3M | +14.2% | -28.6% | +42.9% | +8.0% |
| 6M | +30.5% | -44.0% | +74.5% | +19.2% |
| YTD | +15.8% | -31.7% | +47.5% | +10.7% |
| 1Y | +26.2% | -46.3% | +72.5% | +16.5% |
| 3Y | +136.5% | -78.3% | +214.8% | +107.9% |
| All | +136.5% | -78.4% | +214.9% | +107.9% |
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 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