-44.0%
VXX vs BUD
+8.8%
-52.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.9% |
| 7D | +2.0% | -2.6% | +4.6% | +0.8% |
| 30D | -7.1% | -1.2% | -5.9% | -7.5% |
| 3M | -28.6% | -4.9% | -23.7% | -30.1% |
| 6M | -44.0% | +9.3% | -53.3% | -33.2% |
| All | -44.0% | +8.8% | -52.8% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling