-98.9%
VXX vs BUD
-21.5%
-77.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +2.8% |
| 7D | +7.2% | -3.2% | +10.4% | +3.9% |
| 30D | -5.8% | -3.7% | -2.2% | -9.2% |
| 3M | -29.0% | -4.4% | -24.6% | -32.1% |
| 6M | -44.0% | +7.7% | -51.7% | -38.5% |
| YTD | -28.7% | +23.1% | -51.7% | -10.5% |
| 1Y | -45.2% | +33.6% | -78.8% | -25.1% |
| 3Y | -77.8% | +44.7% | -122.5% | -64.3% |
| 5Y | -95.6% | +44.9% | -140.6% | -92.0% |
| All | -98.9% | -21.5% | -77.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling