-62.4%
VXX vs BIYA
-99.8%
+37.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.3% |
| 7D | +2.0% | -1.8% | +3.7% | +2.0% |
| 30D | -7.1% | -17.5% | +10.4% | -7.3% |
| 3M | -28.6% | -78.0% | +49.4% | -29.2% |
| 6M | -44.0% | -89.5% | +45.5% | -44.9% |
| YTD | -31.7% | -94.3% | +62.5% | -34.5% |
| 1Y | -46.3% | -98.6% | +52.2% | -54.7% |
| All | -62.4% | -99.8% | +37.3% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling