+256.9%
BNY vs VXX
-95.6%
+352.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.7% |
| 7D | -1.3% | +2.0% | -3.3% | -0.9% |
| 30D | -0.2% | -7.1% | +6.9% | -1.4% |
| 3M | +14.9% | -28.6% | +43.6% | +8.6% |
| 6M | +40.0% | -44.0% | +84.0% | +27.6% |
| YTD | +42.0% | -31.7% | +73.7% | +35.5% |
| 1Y | +56.9% | -46.3% | +103.2% | +44.6% |
| 3Y | +289.9% | -78.3% | +368.1% | +236.1% |
| All | +256.9% | -95.6% | +352.6% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling