+36.6%
BP vs VXX
-51.0%
+87.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.6% | +5.5% | -3.4% |
| 7D | -8.4% | -4.1% | -4.3% | -8.1% |
| 30D | +2.2% | -0.8% | +3.0% | +2.3% |
| 3M | +8.8% | -19.8% | +28.6% | +9.9% |
| 6M | -0.5% | -40.5% | +40.0% | +1.4% |
| YTD | +36.2% | -35.5% | +71.8% | +40.4% |
| 1Y | +36.6% | -51.1% | +87.7% | +38.3% |
| All | +36.6% | -51.0% | +87.6% | +38.3% |
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