-92.3%
VXX vs BAM
+71.9%
-164.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | -2.3% |
| 7D | -3.0% | -1.6% | -1.4% | -4.7% |
| 30D | -11.5% | -6.0% | -5.5% | -17.2% |
| 3M | -27.3% | +7.3% | -34.7% | -19.9% |
| 6M | -49.6% | +8.2% | -57.8% | -42.4% |
| YTD | -32.0% | -3.8% | -28.2% | -30.8% |
| 1Y | -48.3% | -10.7% | -37.6% | -50.5% |
| 3Y | -78.9% | +55.3% | -134.2% | -55.2% |
| All | -92.3% | +71.9% | -164.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling