-78.3%
VXX vs BDX
-10.0%
-68.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | +2.0% | -3.2% | +5.1% | 0.0% |
| 30D | -7.1% | -2.5% | -4.5% | -8.4% |
| 3M | -28.6% | +21.4% | -50.0% | -18.7% |
| 6M | -44.0% | +10.4% | -54.4% | -39.7% |
| YTD | -31.7% | +18.8% | -50.6% | -22.2% |
| 1Y | -46.3% | +21.7% | -68.0% | -37.2% |
| 3Y | -78.3% | -10.0% | -68.3% | -77.8% |
| All | -78.3% | -10.0% | -68.3% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling