-95.7%
VXX vs BG
+81.8%
-177.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -5.1% |
| 7D | +2.0% | +3.1% | -1.1% | +3.4% |
| 30D | -7.1% | +10.2% | -17.3% | -2.8% |
| 3M | -28.6% | -1.7% | -27.0% | -29.3% |
| 6M | -44.0% | +1.0% | -45.0% | -43.7% |
| YTD | -31.7% | +39.9% | -71.6% | -17.3% |
| 1Y | -46.3% | +53.2% | -99.6% | -31.2% |
| 3Y | -78.3% | +16.3% | -94.5% | -74.7% |
| All | -95.7% | +81.8% | -177.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling