+55.3%
BE vs VXX
-51.0%
+106.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.3% | -14.5% |
| 7D | -12.1% | -4.1% | -8.0% | -14.7% |
| 30D | -30.1% | -0.8% | -29.3% | -28.7% |
| 3M | -12.1% | -19.8% | +7.6% | -24.4% |
| 6M | -30.6% | -40.5% | +9.9% | -50.1% |
| YTD | +130.6% | -35.5% | +166.2% | +96.9% |
| 1Y | +55.3% | -51.1% | +106.4% | -3.9% |
| All | +55.3% | -51.0% | +106.3% | -3.9% |
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