+1,003.0%
BE vs VXX
-99.1%
+1,102.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.3% | +11.0% | +4.8% |
| 7D | +9.0% | +2.0% | +7.1% | +10.2% |
| 30D | +16.3% | -7.1% | +23.4% | +12.9% |
| 3M | +10.8% | -28.6% | +39.4% | -1.7% |
| 6M | +73.2% | -44.0% | +117.2% | +43.0% |
| YTD | +217.4% | -31.7% | +249.1% | +196.4% |
| 1Y | +309.8% | -46.3% | +356.1% | +259.6% |
| 3Y | +1,726.2% | -78.3% | +1,804.4% | +1,370.2% |
| 5Y | +1,306.2% | -95.8% | +1,402.0% | +580.8% |
| All | +1,003.0% | -99.1% | +1,102.1% | +304.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling