-10.6%
BITO vs VXX
-94.9%
+84.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.2% |
| 7D | -3.4% | +2.0% | -5.4% | -2.9% |
| 30D | +21.4% | -7.1% | +28.5% | +19.3% |
| 3M | +20.5% | -28.6% | +49.1% | +10.8% |
| 6M | +7.4% | -44.0% | +51.4% | -6.2% |
| YTD | -13.9% | -31.7% | +17.9% | -19.1% |
| 1Y | -35.1% | -46.3% | +11.3% | -41.9% |
| 3Y | +156.8% | -78.3% | +235.1% | +114.2% |
| All | -10.6% | -94.9% | +84.3% | -48.2% |
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 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