-99.0%
VXX vs BAH
+114.0%
-212.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.8% |
| 7D | +1.6% | -1.3% | +2.9% | +0.7% |
| 30D | -9.5% | -6.6% | -2.8% | -13.3% |
| 3M | -27.3% | -7.2% | -20.1% | -31.1% |
| 6M | -43.3% | -10.0% | -33.3% | -47.4% |
| YTD | -30.9% | -12.5% | -18.4% | -36.5% |
| 1Y | -47.2% | -27.9% | -19.3% | -58.0% |
| 3Y | -78.5% | -31.4% | -47.1% | -81.2% |
| 5Y | -95.6% | -3.2% | -92.4% | -93.9% |
| All | -99.0% | +114.0% | -212.9% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling