-99.0%
VXX vs BTG
+106.6%
-205.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.2% |
| 7D | +2.0% | -3.8% | +5.7% | +1.1% |
| 30D | -7.1% | +3.6% | -10.7% | -6.0% |
| 3M | -28.6% | +32.0% | -60.7% | -22.7% |
| 6M | -44.0% | +3.4% | -47.3% | -41.7% |
| YTD | -31.7% | +20.8% | -52.5% | -25.6% |
| 1Y | -46.3% | +22.4% | -68.8% | -40.4% |
| 3Y | -78.3% | +91.7% | -170.0% | -71.6% |
| 5Y | -95.8% | +79.0% | -174.8% | -94.4% |
| All | -99.0% | +106.6% | -205.6% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling