-99.0%
VXX vs BRO
+168.7%
-267.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.5% |
| 7D | +2.0% | -7.3% | +9.3% | -6.4% |
| 30D | -7.1% | -6.9% | -0.2% | -14.3% |
| 3M | -28.6% | +10.7% | -39.3% | -20.4% |
| 6M | -44.0% | -2.7% | -41.3% | -46.9% |
| YTD | -31.7% | -16.3% | -15.4% | -47.6% |
| 1Y | -46.3% | -29.1% | -17.3% | -67.0% |
| 3Y | -78.3% | -7.8% | -70.4% | -78.3% |
| 5Y | -95.8% | +18.7% | -114.6% | -92.6% |
| All | -99.0% | +168.7% | -267.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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