-95.7%
VXX vs BTI
+118.0%
-213.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.9% |
| 7D | +2.0% | -0.2% | +2.2% | +1.9% |
| 30D | -7.1% | -1.1% | -6.0% | -7.6% |
| 3M | -28.6% | -8.8% | -19.9% | -32.1% |
| 6M | -44.0% | -4.0% | -40.0% | -44.6% |
| YTD | -31.7% | +0.4% | -32.1% | -30.2% |
| 1Y | -46.3% | +1.9% | -48.3% | -44.6% |
| 3Y | -78.3% | +108.5% | -186.8% | -60.8% |
| All | -95.7% | +118.0% | -213.7% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling