+131.4%
BKR vs VXX
-99.0%
+230.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.6% |
| 7D | -7.0% | +2.0% | -9.0% | -6.5% |
| 30D | -8.1% | -7.1% | -1.0% | -9.5% |
| 3M | -6.6% | -28.6% | +22.0% | -13.2% |
| 6M | +0.9% | -44.0% | +44.8% | -10.4% |
| YTD | +31.1% | -31.7% | +62.8% | +23.3% |
| 1Y | +27.7% | -46.3% | +74.1% | +14.9% |
| 3Y | +71.2% | -78.3% | +149.5% | +43.3% |
| 5Y | +177.6% | -95.8% | +273.5% | +69.3% |
| All | +131.4% | -99.0% | +230.4% | +28.4% |
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 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