-78.3%
VXX vs BTI
+109.4%
-187.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.0% |
| 7D | +2.0% | -0.2% | +2.2% | +1.9% |
| 30D | -7.1% | -1.1% | -6.0% | -7.4% |
| 3M | -28.6% | -8.8% | -19.9% | -31.1% |
| 6M | -44.0% | -4.0% | -40.0% | -44.2% |
| YTD | -31.7% | +0.4% | -32.1% | -30.1% |
| 1Y | -46.3% | +1.9% | -48.3% | -44.7% |
| 3Y | -78.3% | +108.5% | -186.8% | -60.9% |
| All | -78.3% | +109.4% | -187.7% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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