+18.4%
BX vs VXX
-95.6%
+114.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +1.1% |
| 7D | -5.6% | +2.0% | -7.6% | -4.9% |
| 30D | -12.2% | -7.1% | -5.1% | -14.0% |
| 3M | +7.4% | -28.6% | +36.0% | -2.5% |
| 6M | +22.2% | -44.0% | +66.2% | +4.4% |
| YTD | -14.0% | -31.7% | +17.7% | -20.1% |
| 1Y | -27.3% | -46.3% | +19.1% | -36.4% |
| 3Y | +24.5% | -78.3% | +102.8% | -0.7% |
| All | +18.4% | -95.6% | +114.1% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling