-51.1%
VXX vs BTSG
+111.7%
-162.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.6% | -9.7% |
| 7D | -4.1% | +17.4% | -21.5% | +0.5% |
| 30D | -0.8% | +12.6% | -13.4% | +2.5% |
| 3M | -19.8% | +11.2% | -31.0% | -17.3% |
| 6M | -40.5% | +30.4% | -70.9% | -29.8% |
| YTD | -35.5% | +86.4% | -121.9% | +0.6% |
| 1Y | -51.1% | +117.9% | -169.0% | -9.6% |
| All | -51.1% | +111.7% | -162.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling