-95.7%
VXX vs BUD
+44.8%
-140.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.8% |
| 7D | +2.0% | -2.6% | +4.6% | +0.2% |
| 30D | -7.1% | -1.2% | -5.9% | -7.7% |
| 3M | -28.6% | -4.9% | -23.7% | -30.9% |
| 6M | -44.0% | +9.3% | -53.3% | -39.1% |
| YTD | -31.7% | +24.0% | -55.7% | -18.7% |
| 1Y | -46.3% | +34.5% | -80.9% | -32.0% |
| 3Y | -78.3% | +43.7% | -121.9% | -68.5% |
| All | -95.7% | +44.8% | -140.4% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling