-49.8%
BMNR vs VXX
-35.2%
-14.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -2.1% |
| 7D | -7.0% | +14.3% | -21.3% | +4.9% |
| 30D | -23.9% | +29.9% | -53.8% | -3.3% |
| 3M | +2.5% | +8.5% | -6.0% | +14.7% |
| 6M | -18.1% | -21.8% | +3.7% | -26.5% |
| YTD | -30.9% | -17.1% | -13.8% | -27.3% |
| 1Y | -49.8% | -37.3% | -12.5% | -60.5% |
| All | -49.8% | -35.2% | -14.6% | -60.5% |
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 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