-53.6%
BSX vs VXX
-51.0%
-2.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.6% | +15.0% | +5.0% |
| 7D | +8.0% | -4.1% | +12.1% | +7.8% |
| 30D | +8.1% | -0.8% | +8.9% | +8.0% |
| 3M | -6.7% | -19.8% | +13.1% | -7.2% |
| 6M | -19.4% | -40.5% | +21.1% | -20.6% |
| YTD | -51.9% | -35.5% | -16.4% | -53.2% |
| 1Y | -53.6% | -51.1% | -2.5% | -55.9% |
| All | -53.6% | -51.0% | -2.6% | -55.9% |
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