+52.1%
BSX vs VXX
-99.0%
+151.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -1.0% |
| 7D | -10.1% | +2.0% | -12.1% | -9.7% |
| 30D | -16.4% | -7.1% | -9.3% | -17.4% |
| 3M | -8.9% | -28.6% | +19.8% | -13.7% |
| 6M | -38.3% | -44.0% | +5.7% | -43.5% |
| YTD | -54.9% | -31.7% | -23.2% | -57.0% |
| 1Y | -58.8% | -46.3% | -12.5% | -62.1% |
| 3Y | -21.2% | -78.3% | +57.0% | -32.0% |
| 5Y | -3.3% | -95.8% | +92.5% | -35.4% |
| All | +52.1% | -99.0% | +151.1% | -6.0% |
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