-99.0%
VXX vs BBWI
-43.4%
-55.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.4% | -10.7% | -1.2% |
| 7D | +2.0% | -4.8% | +6.8% | -0.1% |
| 30D | -7.1% | +3.5% | -10.6% | -4.9% |
| 3M | -28.6% | -0.3% | -28.3% | -27.7% |
| 6M | -44.0% | -5.4% | -38.6% | -43.2% |
| YTD | -31.7% | -4.7% | -27.0% | -28.8% |
| 1Y | -46.3% | -30.5% | -15.9% | -50.7% |
| 3Y | -78.3% | -44.3% | -33.9% | -78.0% |
| 5Y | -95.8% | -66.9% | -29.0% | -96.2% |
| All | -99.0% | -43.4% | -55.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling