-34.8%
BROS vs VXX
-51.1%
+16.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.9% |
| 7D | -6.7% | -3.5% | -3.2% | -7.6% |
| 30D | -29.1% | -13.6% | -15.5% | -32.0% |
| 3M | -16.7% | -24.6% | +7.9% | -23.1% |
| 6M | -11.6% | -39.9% | +28.3% | -23.4% |
| YTD | -23.9% | -33.1% | +9.1% | -31.1% |
| 1Y | -34.8% | -49.9% | +15.1% | -46.5% |
| All | -34.8% | -51.1% | +16.3% | -46.5% |
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 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