-2.6%
BAX vs VXX
-46.7%
+44.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.6% |
| 7D | -7.9% | +2.0% | -9.8% | -7.4% |
| 30D | -11.7% | -7.1% | -4.6% | -13.1% |
| 3M | +16.2% | -28.6% | +44.8% | +7.4% |
| 6M | +32.0% | -44.0% | +76.0% | +15.6% |
| YTD | +24.7% | -31.7% | +56.5% | +14.7% |
| 1Y | -2.6% | -46.3% | +43.7% | -12.3% |
| All | -2.6% | -46.7% | +44.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling