+15.1%
BP vs VXX
-49.3%
+64.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +4.0% | +1.6% | +2.4% | +3.8% |
| 30D | +7.8% | -9.5% | +17.3% | +8.7% |
| 3M | +8.4% | -27.3% | +35.7% | +10.9% |
| 6M | +15.1% | -43.3% | +58.4% | +21.0% |
| All | +15.1% | -49.3% | +64.4% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling