-51.1%
VXX vs BIDU
-34.6%
-16.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -7.9% |
| 7D | -4.1% | +1.2% | -5.3% | -3.3% |
| 30D | -0.8% | -7.5% | +6.7% | -2.9% |
| 3M | -19.8% | -28.6% | +8.8% | -27.7% |
| 6M | -40.5% | -36.9% | -3.6% | -47.6% |
| YTD | -35.5% | -38.4% | +2.9% | -42.4% |
| 1Y | -51.1% | -35.7% | -15.5% | -54.8% |
| All | -51.1% | -34.6% | -16.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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