-44.0%
VXX vs BBWI
-17.4%
-26.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.6% | +2.8% |
| 7D | +7.2% | -8.0% | +15.2% | +5.3% |
| 30D | -5.8% | -6.6% | +0.8% | -7.0% |
| 3M | -29.0% | -2.7% | -26.3% | -28.3% |
| 6M | -44.0% | -12.8% | -31.2% | -44.8% |
| All | -44.0% | -17.4% | -26.6% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling