-76.0%
BTDR vs VXX
-36.4%
-39.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +30.1% | -48.8% | +4.2% |
| 7D | -29.9% | +27.5% | -57.5% | -10.7% |
| 30D | -51.3% | +32.5% | -83.9% | -34.8% |
| 3M | -52.0% | +8.2% | -60.2% | -44.4% |
| 6M | -57.5% | -22.7% | -34.8% | -59.3% |
| YTD | -52.6% | -16.1% | -36.5% | -49.5% |
| 1Y | -76.0% | -34.0% | -41.9% | -77.3% |
| All | -76.0% | -36.4% | -39.6% | -77.3% |
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