-99.0%
VXX vs BR
+102.4%
-201.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.7% |
| 7D | +2.0% | -3.0% | +4.9% | -1.7% |
| 30D | -7.1% | -0.3% | -6.8% | -7.3% |
| 3M | -28.6% | +17.3% | -45.9% | -13.9% |
| 6M | -44.0% | -6.7% | -37.3% | -49.7% |
| YTD | -31.7% | -23.4% | -8.3% | -54.2% |
| 1Y | -46.3% | -32.7% | -13.7% | -69.8% |
| 3Y | -78.3% | -5.9% | -72.4% | -77.0% |
| 5Y | -95.8% | +8.4% | -104.3% | -93.7% |
| All | -99.0% | +102.4% | -201.4% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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