-95.7%
VXX vs BN
+33.2%
-128.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.7% |
| 7D | +2.0% | -5.2% | +7.2% | -4.5% |
| 30D | -7.1% | -14.5% | +7.4% | -23.6% |
| 3M | -28.6% | -15.0% | -13.6% | -41.4% |
| 6M | -44.0% | -5.4% | -38.6% | -45.4% |
| YTD | -31.7% | -16.4% | -15.3% | -41.9% |
| 1Y | -46.3% | -16.2% | -30.1% | -52.9% |
| 3Y | -78.3% | +67.5% | -145.8% | -40.4% |
| All | -95.7% | +33.2% | -128.8% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling