-78.3%
VXX vs BHP
+71.6%
-149.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.5% |
| 7D | +2.0% | -3.6% | +5.6% | -1.4% |
| 30D | -7.1% | -1.2% | -5.9% | -7.8% |
| 3M | -28.6% | +1.2% | -29.8% | -26.6% |
| 6M | -44.0% | +21.4% | -65.4% | -27.4% |
| YTD | -31.7% | +50.4% | -82.1% | +13.1% |
| 1Y | -46.3% | +67.5% | -113.9% | +2.1% |
| 3Y | -78.3% | +72.8% | -151.1% | -41.9% |
| All | -78.3% | +71.6% | -149.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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