-20.3%
BROS vs VXX
-51.0%
+30.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.6% | -1.8% |
| 7D | +2.5% | -4.1% | +6.6% | +1.6% |
| 30D | +15.1% | -0.8% | +15.9% | +15.4% |
| 3M | -31.4% | -19.8% | -11.6% | -35.4% |
| 6M | -22.6% | -40.5% | +17.9% | -34.3% |
| YTD | -28.1% | -35.5% | +7.4% | -35.3% |
| 1Y | -20.3% | -51.1% | +30.8% | -35.6% |
| All | -20.3% | -51.0% | +30.8% | -35.6% |
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