+14.2%
BND vs VXX
-99.0%
+113.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | -1.0% | +2.0% | -3.0% | -1.0% |
| 30D | -1.1% | -7.1% | +6.0% | -1.2% |
| 3M | -1.9% | -28.6% | +26.8% | -2.0% |
| 6M | -1.6% | -44.0% | +42.4% | -1.9% |
| YTD | -1.2% | -31.7% | +30.5% | -1.4% |
| 1Y | -0.7% | -46.3% | +45.6% | -1.0% |
| 3Y | +12.5% | -78.3% | +90.8% | +12.1% |
| 5Y | -2.5% | -95.8% | +93.3% | -3.4% |
| All | +14.2% | -99.0% | +113.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling