+65.9%
BLK vs VXX
-78.4%
+144.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +0.8% |
| 7D | -3.3% | +2.0% | -5.3% | -2.9% |
| 30D | -6.5% | -7.1% | +0.6% | -7.8% |
| 3M | +6.7% | -28.6% | +35.4% | +0.5% |
| 6M | +14.7% | -44.0% | +58.7% | +4.2% |
| YTD | +2.5% | -31.7% | +34.3% | -2.2% |
| 1Y | -2.8% | -46.3% | +43.6% | -10.3% |
| 3Y | +65.9% | -78.3% | +144.1% | +44.5% |
| All | +65.9% | -78.4% | +144.3% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling