+70.5%
BP vs VXX
-99.0%
+169.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.7% |
| 7D | +5.2% | +2.0% | +3.3% | +5.6% |
| 30D | +8.7% | -7.1% | +15.8% | +7.3% |
| 3M | +9.3% | -28.6% | +38.0% | +3.1% |
| 6M | +13.6% | -44.0% | +57.6% | +3.0% |
| YTD | +37.7% | -31.7% | +69.4% | +30.5% |
| 1Y | +40.6% | -46.3% | +87.0% | +28.5% |
| 3Y | +40.3% | -78.3% | +118.6% | +19.5% |
| 5Y | +141.4% | -95.8% | +237.2% | +56.2% |
| All | +70.5% | -99.0% | +169.5% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling