-91.9%
VXX vs BAM
+66.1%
-158.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +2.0% |
| 7D | +7.2% | -6.1% | +13.2% | 0.0% |
| 30D | -5.8% | -13.8% | +8.0% | -20.2% |
| 3M | -29.0% | +4.4% | -33.4% | -24.2% |
| 6M | -44.0% | +6.4% | -50.4% | -37.1% |
| YTD | -28.7% | -7.1% | -21.6% | -30.1% |
| 1Y | -45.2% | -11.8% | -33.4% | -48.0% |
| 3Y | -77.8% | +50.2% | -128.0% | -54.7% |
| All | -91.9% | +66.1% | -158.1% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling