+34.5%
BBY vs VXX
-51.0%
+85.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -9.6% | +17.6% | +6.8% |
| 7D | +4.5% | -4.1% | +8.6% | +4.2% |
| 30D | +16.0% | -0.8% | +16.8% | +16.0% |
| 3M | +18.6% | -19.8% | +38.4% | +16.0% |
| 6M | +80.1% | -40.5% | +120.6% | +71.4% |
| YTD | +57.4% | -35.5% | +93.0% | +56.6% |
| 1Y | +34.5% | -51.1% | +85.6% | +26.2% |
| All | +34.5% | -51.0% | +85.6% | +26.2% |
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 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