-78.3%
VXX vs BAM
+48.8%
-127.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | +2.0% | -6.6% | +8.6% | -6.2% |
| 30D | -7.1% | -12.4% | +5.3% | -21.0% |
| 3M | -28.6% | +2.4% | -31.0% | -25.3% |
| 6M | -44.0% | +7.9% | -51.9% | -35.2% |
| YTD | -31.7% | -7.0% | -24.7% | -33.7% |
| 1Y | -46.3% | -13.4% | -32.9% | -51.3% |
| 3Y | -78.3% | +46.9% | -125.1% | -52.7% |
| All | -78.3% | +48.8% | -127.0% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling