-95.7%
VXX vs BLDR
+10.9%
-106.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -2.9% |
| 7D | +2.0% | -8.2% | +10.2% | -2.7% |
| 30D | -7.1% | -16.6% | +9.5% | -15.9% |
| 3M | -28.6% | -23.2% | -5.5% | -37.7% |
| 6M | -44.0% | -33.7% | -10.2% | -53.9% |
| YTD | -31.7% | -41.3% | +9.6% | -46.9% |
| 1Y | -46.3% | -58.8% | +12.5% | -66.1% |
| 3Y | -78.3% | -57.5% | -20.8% | -82.2% |
| All | -95.7% | +10.9% | -106.6% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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