+64.3%
BBY vs VXX
-99.0%
+163.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +2.1% |
| 7D | +0.6% | +2.0% | -1.4% | +1.1% |
| 30D | +9.4% | -7.1% | +16.5% | +7.7% |
| 3M | +19.3% | -28.6% | +48.0% | +11.1% |
| 6M | +47.9% | -44.0% | +91.9% | +31.7% |
| YTD | +39.6% | -31.7% | +71.3% | +31.3% |
| 1Y | +22.2% | -46.3% | +68.5% | +10.3% |
| 3Y | +45.0% | -78.3% | +123.2% | +23.4% |
| 5Y | +2.6% | -95.8% | +98.4% | -34.5% |
| All | +64.3% | -99.0% | +163.3% | -0.7% |
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