+1.3%
BBY vs VXX
-95.6%
+96.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +2.2% |
| 7D | +0.6% | +2.0% | -1.4% | +1.0% |
| 30D | +9.4% | -7.1% | +16.5% | +7.9% |
| 3M | +19.3% | -28.6% | +48.0% | +12.0% |
| 6M | +47.9% | -44.0% | +91.9% | +33.4% |
| YTD | +39.6% | -31.7% | +71.3% | +32.4% |
| 1Y | +22.2% | -46.3% | +68.5% | +11.6% |
| 3Y | +45.0% | -78.3% | +123.2% | +25.1% |
| All | +1.3% | -95.6% | +96.9% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling