-49.9%
VXX vs BDX
+27.3%
-77.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | -0.2% |
| 7D | -3.5% | -2.5% | -1.0% | -4.7% |
| 30D | -13.6% | +8.3% | -21.9% | -10.0% |
| 3M | -24.6% | +24.4% | -49.0% | -15.2% |
| 6M | -39.9% | +9.2% | -49.0% | -37.9% |
| YTD | -33.1% | +22.7% | -55.8% | -24.9% |
| 1Y | -49.9% | +25.9% | -75.8% | -42.3% |
| All | -49.9% | +27.3% | -77.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling