-98.9%
VXX vs BLDR
+161.0%
-260.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +0.6% |
| 7D | +7.2% | -8.1% | +15.3% | +1.6% |
| 30D | -5.8% | -21.5% | +15.6% | -19.1% |
| 3M | -29.0% | -21.0% | -8.0% | -37.8% |
| 6M | -44.0% | -37.1% | -6.9% | -56.5% |
| YTD | -28.7% | -42.7% | +14.0% | -46.9% |
| 1Y | -45.2% | -58.0% | +12.8% | -66.3% |
| 3Y | -77.8% | -57.8% | -20.0% | -82.7% |
| 5Y | -95.6% | +10.3% | -105.9% | -91.7% |
| All | -98.9% | +161.0% | -260.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling