-78.3%
VXX vs BRO
-7.6%
-70.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -7.3% | +9.3% | -1.3% |
| 30D | -7.1% | -6.9% | -0.2% | -9.8% |
| 3M | -28.6% | +10.7% | -39.3% | -24.1% |
| 6M | -44.0% | -2.7% | -41.3% | -45.1% |
| YTD | -31.7% | -16.3% | -15.4% | -40.7% |
| 1Y | -46.3% | -29.1% | -17.3% | -60.0% |
| 3Y | -78.3% | -7.8% | -70.4% | -78.0% |
| All | -78.3% | -7.6% | -70.6% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling