-98.9%
VXX vs BB
-43.3%
-55.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +2.1% |
| 7D | +7.2% | -2.1% | +9.2% | +6.3% |
| 30D | -5.8% | -16.0% | +10.2% | -11.7% |
| 3M | -29.0% | -14.5% | -14.5% | -31.4% |
| 6M | -44.0% | +118.6% | -162.5% | -18.4% |
| YTD | -28.7% | +98.9% | -127.6% | +0.8% |
| 1Y | -45.2% | +99.5% | -144.7% | -21.1% |
| 3Y | -77.8% | +65.4% | -143.2% | -63.0% |
| 5Y | -95.6% | -27.6% | -68.0% | -93.6% |
| All | -98.9% | -43.3% | -55.6% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling