+171.6%
BKR vs VXX
-95.6%
+267.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.4% |
| 7D | -7.0% | +2.0% | -9.0% | -6.6% |
| 30D | -8.1% | -7.1% | -1.0% | -9.2% |
| 3M | -6.6% | -28.6% | +22.0% | -11.8% |
| 6M | +0.9% | -44.0% | +44.8% | -8.1% |
| YTD | +31.1% | -31.7% | +62.8% | +25.1% |
| 1Y | +27.7% | -46.3% | +74.1% | +17.7% |
| 3Y | +71.2% | -78.3% | +149.5% | +50.0% |
| All | +171.6% | -95.6% | +267.2% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling