-21.2%
BSX vs VXX
-78.4%
+57.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.7% |
| 7D | -10.1% | +2.0% | -12.1% | -9.9% |
| 30D | -16.4% | -7.1% | -9.3% | -16.9% |
| 3M | -8.9% | -28.6% | +19.8% | -11.6% |
| 6M | -38.3% | -44.0% | +5.7% | -41.3% |
| YTD | -54.9% | -31.7% | -23.2% | -56.1% |
| 1Y | -58.8% | -46.3% | -12.5% | -60.7% |
| 3Y | -21.2% | -78.3% | +57.0% | -28.9% |
| All | -21.2% | -78.4% | +57.2% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling