-98.9%
VXX vs BBIO
+136.7%
-235.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -3.2% | +5.2% | +1.3% |
| 30D | -7.1% | -13.6% | +6.5% | -10.1% |
| 3M | -28.6% | +7.2% | -35.9% | -27.1% |
| 6M | -44.0% | +1.5% | -45.5% | -43.0% |
| YTD | -31.7% | -5.3% | -26.4% | -30.9% |
| 1Y | -46.3% | +37.7% | -84.1% | -40.2% |
| 3Y | -78.3% | +153.9% | -232.2% | -69.4% |
| 5Y | -95.8% | +43.9% | -139.7% | -92.9% |
| All | -98.9% | +136.7% | -235.6% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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