+24.2%
BIL vs VXX
-98.9%
+123.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | +0.1% | +7.2% | -7.1% | +0.1% |
| 30D | +0.3% | -5.8% | +6.1% | +0.3% |
| 3M | +0.9% | -29.0% | +29.9% | +0.9% |
| 6M | +1.8% | -44.0% | +45.8% | +1.8% |
| YTD | +2.5% | -28.7% | +31.1% | +2.5% |
| 1Y | +3.7% | -45.2% | +48.9% | +3.7% |
| 3Y | +14.1% | -77.8% | +91.9% | +14.1% |
| 5Y | +19.4% | -95.6% | +115.1% | +19.4% |
| All | +24.2% | -98.9% | +123.2% | +24.3% |
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