+19.7%
BROS vs VXX
-95.7%
+115.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | -0.2% |
| 7D | -5.8% | +2.0% | -7.7% | -5.1% |
| 30D | -14.0% | -7.1% | -6.9% | -15.5% |
| 3M | -32.5% | -28.6% | -3.9% | -38.3% |
| 6M | -14.9% | -44.0% | +29.1% | -26.2% |
| YTD | -28.3% | -31.7% | +3.4% | -33.1% |
| 1Y | -34.0% | -46.3% | +12.4% | -41.5% |
| 3Y | +63.0% | -78.3% | +141.2% | +33.9% |
| All | +19.7% | -95.7% | +115.3% | -31.1% |
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