+3.1%
BTDR vs VXX
-51.1%
+54.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +4.4% |
| 7D | +20.0% | -3.5% | +23.4% | +17.3% |
| 30D | +11.9% | -13.6% | +25.5% | +1.1% |
| 3M | -36.9% | -24.6% | -12.3% | -46.2% |
| 6M | +56.5% | -39.9% | +96.4% | +21.0% |
| YTD | +10.4% | -33.1% | +43.5% | -6.1% |
| 1Y | +3.1% | -49.9% | +53.0% | -13.5% |
| All | +3.1% | -51.1% | +54.2% | -13.5% |
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