-44.0%
VXX vs BBAI
-33.8%
-10.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.1% |
| 7D | +7.2% | -5.4% | +12.5% | +5.3% |
| 30D | -5.8% | -15.3% | +9.5% | -10.5% |
| 3M | -29.0% | -29.9% | +0.8% | -35.7% |
| 6M | -44.0% | -30.7% | -13.3% | -48.5% |
| All | -44.0% | -33.8% | -10.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 6mo: compounded portfolio wealth divided by compounded BBAI 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…
6mo analysis · Full analysis span regression · 6 months rolling