-46.3%
VXX vs BTSG
+113.2%
-159.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.7% |
| 7D | +2.0% | -3.3% | +5.3% | +0.8% |
| 30D | -7.1% | -1.6% | -5.5% | -7.4% |
| 3M | -28.6% | -6.9% | -21.7% | -28.3% |
| 6M | -44.0% | +42.1% | -86.1% | -24.0% |
| YTD | -31.7% | +56.8% | -88.6% | 0.0% |
| 1Y | -46.3% | +109.8% | -156.2% | -3.5% |
| All | -46.3% | +113.2% | -159.5% | -3.5% |
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