-99.0%
VXX vs BN
+175.2%
-274.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.7% |
| 7D | +2.0% | -5.2% | +7.2% | -4.7% |
| 30D | -7.1% | -14.5% | +7.4% | -23.9% |
| 3M | -28.6% | -15.0% | -13.6% | -41.7% |
| 6M | -44.0% | -5.4% | -38.6% | -45.6% |
| YTD | -31.7% | -16.4% | -15.3% | -42.3% |
| 1Y | -46.3% | -16.2% | -30.1% | -53.2% |
| 3Y | -78.3% | +67.5% | -145.8% | -36.1% |
| 5Y | -95.8% | +34.1% | -130.0% | -88.3% |
| All | -99.0% | +175.2% | -274.2% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling