-97.4%
VXX vs BBAI
-71.3%
-26.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.2% |
| 7D | +2.0% | -1.7% | +3.7% | +1.9% |
| 30D | -7.1% | -12.0% | +4.9% | -7.8% |
| 3M | -28.6% | -30.7% | +2.0% | -30.0% |
| 6M | -44.0% | -30.7% | -13.3% | -44.6% |
| YTD | -31.7% | -46.9% | +15.1% | -33.2% |
| 1Y | -46.3% | -41.1% | -5.3% | -46.6% |
| 3Y | -78.3% | +65.9% | -144.2% | -75.6% |
| 5Y | -95.8% | -70.9% | -25.0% | -94.6% |
| All | -97.4% | -71.3% | -26.1% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling