-95.7%
VXX vs BB
-26.5%
-69.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.5% |
| 7D | +2.0% | -0.4% | +2.4% | +1.9% |
| 30D | -7.1% | -12.5% | +5.4% | -11.9% |
| 3M | -28.6% | -17.4% | -11.2% | -32.4% |
| 6M | -44.0% | +119.1% | -163.1% | -13.1% |
| YTD | -31.7% | +102.4% | -134.1% | +2.9% |
| 1Y | -46.3% | +98.2% | -144.5% | -18.4% |
| 3Y | -78.3% | +46.9% | -125.2% | -62.9% |
| All | -95.7% | -26.5% | -69.2% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling