0.0%
BND vs VXX
-36.4%
+36.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +30.1% | -29.9% | +0.6% |
| 7D | +0.4% | +27.5% | -27.1% | +0.7% |
| 30D | +2.3% | +32.5% | -30.2% | +2.8% |
| 3M | -0.8% | +8.2% | -9.0% | -0.7% |
| 6M | -0.8% | -22.7% | +21.9% | -1.4% |
| YTD | -0.6% | -16.1% | +15.5% | -1.3% |
| 1Y | 0.0% | -34.0% | +34.0% | -0.9% |
| All | 0.0% | -36.4% | +36.4% | -0.9% |
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