+40.3%
BP vs VXX
-78.4%
+118.7%
-30.6%
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% | -0.3% |
| 7D | +5.2% | +2.0% | +3.3% | +5.4% |
| 30D | +8.7% | -7.1% | +15.8% | +8.0% |
| 3M | +9.3% | -28.6% | +38.0% | +6.3% |
| 6M | +13.6% | -44.0% | +57.6% | +8.4% |
| YTD | +37.7% | -31.7% | +69.4% | +34.7% |
| 1Y | +40.6% | -46.3% | +87.0% | +34.8% |
| 3Y | +40.3% | -78.3% | +118.6% | +35.8% |
| All | +40.3% | -78.4% | +118.7% | +35.8% |
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