-13.3%
BKNG vs VXX
-36.4%
+23.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +30.1% | -31.4% | +4.1% |
| 7D | +12.2% | +27.5% | -15.4% | +18.0% |
| 30D | +7.0% | +32.5% | -25.5% | +13.6% |
| 3M | -18.3% | +8.2% | -26.5% | -16.8% |
| 6M | +1.1% | -22.7% | +23.8% | -3.6% |
| YTD | -20.7% | -16.1% | -4.5% | -19.7% |
| 1Y | -13.3% | -34.0% | +20.7% | -18.4% |
| All | -13.3% | -36.4% | +23.0% | -18.4% |
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