+128.3%
BKNG vs VXX
-98.9%
+227.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +1.2% |
| 7D | -10.7% | +7.2% | -17.8% | -9.2% |
| 30D | -18.1% | -5.8% | -12.3% | -19.1% |
| 3M | +8.5% | -29.0% | +37.5% | +1.2% |
| 6M | -0.1% | -44.0% | +43.9% | -10.6% |
| YTD | -18.2% | -28.7% | +10.4% | -21.9% |
| 1Y | -19.9% | -45.2% | +25.3% | -26.9% |
| 3Y | +41.6% | -77.8% | +119.4% | +20.8% |
| 5Y | +93.1% | -95.6% | +188.8% | +25.1% |
| All | +128.3% | -98.9% | +227.2% | +33.7% |
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