-98.9%
VXX vs BN
+174.0%
-272.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +1.6% |
| 7D | +7.2% | -5.9% | +13.0% | -0.8% |
| 30D | -5.8% | -15.1% | +9.2% | -23.6% |
| 3M | -29.0% | -14.6% | -14.4% | -41.6% |
| 6M | -44.0% | -8.4% | -35.6% | -48.0% |
| YTD | -28.7% | -16.8% | -11.9% | -40.0% |
| 1Y | -45.2% | -14.4% | -30.8% | -50.7% |
| 3Y | -77.8% | +70.1% | -147.9% | -33.6% |
| 5Y | -95.6% | +33.5% | -129.2% | -87.8% |
| All | -98.9% | +174.0% | -272.9% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling