+38.1%
BNY vs VXX
-36.4%
+74.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +30.1% | -33.6% | +1.2% |
| 7D | -1.3% | +27.5% | -28.8% | +3.3% |
| 30D | +3.1% | +32.5% | -29.5% | +8.7% |
| 3M | -6.7% | +8.2% | -14.9% | -4.8% |
| 6M | +12.4% | -22.7% | +35.0% | +8.9% |
| YTD | +29.3% | -16.1% | +45.4% | +29.7% |
| 1Y | +38.1% | -34.0% | +72.1% | +32.2% |
| All | +38.1% | -36.4% | +74.5% | +32.2% |
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