-99.0%
VXX vs BIDU
-64.8%
-34.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.8% |
| 7D | +2.0% | -8.1% | +10.1% | -2.4% |
| 30D | -7.1% | -12.8% | +5.7% | -13.2% |
| 3M | -28.6% | -21.3% | -7.4% | -36.5% |
| 6M | -44.0% | -27.0% | -17.0% | -51.1% |
| YTD | -31.7% | -30.0% | -1.7% | -40.8% |
| 1Y | -46.3% | -18.3% | -28.1% | -47.5% |
| 3Y | -78.3% | -33.8% | -44.4% | -78.1% |
| 5Y | -95.8% | -44.3% | -51.5% | -95.4% |
| All | -99.0% | -64.8% | -34.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling