+360.5%
BE vs VXX
-51.1%
+411.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.8% |
| 7D | +20.0% | -3.5% | +23.5% | +16.8% |
| 30D | +7.9% | -13.6% | +21.5% | -3.2% |
| 3M | -13.2% | -24.6% | +11.4% | -26.4% |
| 6M | +53.5% | -39.9% | +93.3% | +18.7% |
| YTD | +191.0% | -33.1% | +224.1% | +148.1% |
| 1Y | +360.5% | -49.9% | +410.4% | +237.1% |
| All | +360.5% | -51.1% | +411.6% | +237.1% |
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