-95.7%
VXX vs BAH
+2.5%
-98.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.2% |
| 7D | +2.0% | +4.3% | -2.3% | +3.4% |
| 30D | -7.1% | -2.5% | -4.6% | -7.8% |
| 3M | -28.6% | -0.9% | -27.7% | -29.1% |
| 6M | -44.0% | +1.5% | -45.4% | -43.6% |
| YTD | -31.7% | -8.0% | -23.8% | -33.3% |
| 1Y | -46.3% | -24.7% | -21.6% | -51.7% |
| 3Y | -78.3% | -28.4% | -49.9% | -78.5% |
| All | -95.7% | +2.5% | -98.2% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling