-99.0%
VXX vs BAH
+124.9%
-223.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.1% |
| 7D | +2.0% | +4.3% | -2.3% | +4.7% |
| 30D | -7.1% | -2.5% | -4.6% | -8.5% |
| 3M | -28.6% | -0.9% | -27.7% | -29.5% |
| 6M | -44.0% | +1.5% | -45.4% | -43.6% |
| YTD | -31.7% | -8.0% | -23.8% | -35.2% |
| 1Y | -46.3% | -24.7% | -21.6% | -56.3% |
| 3Y | -78.3% | -28.4% | -49.9% | -80.5% |
| 5Y | -95.8% | +2.8% | -98.6% | -93.9% |
| All | -99.0% | +124.9% | -223.9% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling