+289.9%
BNY vs VXX
-78.4%
+368.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.6% |
| 7D | -1.3% | +2.0% | -3.3% | -1.0% |
| 30D | -0.2% | -7.1% | +6.9% | -1.2% |
| 3M | +14.9% | -28.6% | +43.6% | +9.6% |
| 6M | +40.0% | -44.0% | +84.0% | +29.6% |
| YTD | +42.0% | -31.7% | +73.7% | +36.6% |
| 1Y | +56.9% | -46.3% | +103.2% | +46.7% |
| 3Y | +289.9% | -78.3% | +368.1% | +246.2% |
| All | +289.9% | -78.4% | +368.3% | +246.2% |
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 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