-99.0%
VXX vs BB
-42.3%
-56.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.6% |
| 7D | +2.0% | -0.4% | +2.4% | +1.9% |
| 30D | -7.1% | -12.5% | +5.4% | -11.4% |
| 3M | -28.6% | -17.4% | -11.2% | -32.0% |
| 6M | -44.0% | +119.1% | -163.1% | -18.4% |
| YTD | -31.7% | +102.4% | -134.1% | -2.9% |
| 1Y | -46.3% | +98.2% | -144.5% | -23.0% |
| 3Y | -78.3% | +46.9% | -125.2% | -65.4% |
| 5Y | -95.8% | -26.4% | -69.4% | -93.8% |
| All | -99.0% | -42.3% | -56.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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