-78.3%
VXX vs BUD
+44.9%
-123.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.9% |
| 7D | +2.0% | -2.6% | +4.6% | +0.6% |
| 30D | -7.1% | -1.2% | -5.9% | -7.6% |
| 3M | -28.6% | -4.9% | -23.7% | -30.3% |
| 6M | -44.0% | +9.3% | -53.3% | -39.7% |
| YTD | -31.7% | +24.0% | -55.7% | -20.6% |
| 1Y | -46.3% | +34.5% | -80.9% | -34.3% |
| 3Y | -78.3% | +43.7% | -121.9% | -66.7% |
| All | -78.3% | +44.9% | -123.2% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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