+934.0%
BE vs VXX
-99.0%
+1,033.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -2.6% |
| 7D | +9.7% | +7.2% | +2.6% | +13.2% |
| 30D | +22.4% | -5.8% | +28.2% | +19.6% |
| 3M | +10.4% | -29.0% | +39.4% | -2.2% |
| 6M | +67.9% | -44.0% | +111.8% | +38.6% |
| YTD | +197.5% | -28.7% | +226.2% | +182.9% |
| 1Y | +310.6% | -45.2% | +355.7% | +263.7% |
| 3Y | +1,657.2% | -77.8% | +1,735.1% | +1,325.4% |
| 5Y | +1,218.2% | -95.6% | +1,313.8% | +549.8% |
| All | +934.0% | -99.0% | +1,033.0% | +286.2% |
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