-51.1%
VXX vs BDX
+54.0%
-105.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.6% | -15.2% | -7.2% |
| 7D | -4.1% | +7.2% | -11.3% | -0.9% |
| 30D | -0.8% | +15.8% | -16.6% | +5.9% |
| 3M | -19.8% | +23.7% | -43.5% | -11.7% |
| 6M | -40.5% | +44.8% | -85.3% | -29.0% |
| YTD | -35.5% | +39.8% | -75.3% | -26.2% |
| 1Y | -51.1% | +52.3% | -103.4% | -41.8% |
| All | -51.1% | +54.0% | -105.1% | -41.8% |
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