-92.3%
VXX vs BAM
+66.2%
-158.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | +2.0% | -6.6% | +8.6% | -5.5% |
| 30D | -7.1% | -12.4% | +5.3% | -19.8% |
| 3M | -28.6% | +2.4% | -31.0% | -25.6% |
| 6M | -44.0% | +7.9% | -51.9% | -36.0% |
| YTD | -31.7% | -7.0% | -24.7% | -33.0% |
| 1Y | -46.3% | -13.4% | -32.9% | -50.3% |
| 3Y | -78.3% | +46.9% | -125.1% | -56.3% |
| All | -92.3% | +66.2% | -158.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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