-60.5%
BAX vs VXX
-99.0%
+38.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.6% |
| 7D | -5.1% | +1.6% | -6.7% | -4.9% |
| 30D | -12.2% | -9.5% | -2.7% | -13.4% |
| 3M | +21.8% | -27.3% | +49.1% | +16.7% |
| 6M | +36.3% | -43.3% | +79.6% | +27.1% |
| YTD | +27.8% | -30.9% | +58.7% | +23.7% |
| 1Y | -0.1% | -47.2% | +47.1% | -6.2% |
| 3Y | -33.3% | -78.5% | +45.2% | -40.1% |
| 5Y | -67.1% | -95.6% | +28.5% | -74.9% |
| All | -60.5% | -99.0% | +38.5% | -70.7% |
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