-49.9%
VXX vs BIYA
-98.3%
+48.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -3.5% | +1.3% | -4.8% | -3.5% |
| 30D | -13.6% | -21.0% | +7.4% | -13.4% |
| 3M | -24.6% | -74.3% | +49.7% | -24.0% |
| 6M | -39.9% | -84.6% | +44.8% | -39.6% |
| YTD | -33.1% | -94.2% | +61.1% | -33.8% |
| 1Y | -49.9% | -98.2% | +48.3% | -57.8% |
| All | -49.9% | -98.3% | +48.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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