-95.7%
VXX vs BTG
+78.0%
-173.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.2% |
| 7D | +2.0% | -3.8% | +5.7% | +1.0% |
| 30D | -7.1% | +3.6% | -10.7% | -5.8% |
| 3M | -28.6% | +32.0% | -60.7% | -22.0% |
| 6M | -44.0% | +3.4% | -47.3% | -41.4% |
| YTD | -31.7% | +20.8% | -52.5% | -24.8% |
| 1Y | -46.3% | +22.4% | -68.8% | -39.4% |
| 3Y | -78.3% | +91.7% | -170.0% | -70.1% |
| All | -95.7% | +78.0% | -173.7% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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