-51.1%
VXX vs BURL
-4.6%
-46.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.7% | -17.3% | -7.2% |
| 7D | -4.1% | +10.4% | -14.5% | -0.7% |
| 30D | -0.8% | -4.9% | +4.1% | -1.5% |
| 3M | -19.8% | -29.8% | +10.0% | -28.0% |
| 6M | -40.5% | -16.5% | -24.0% | -42.4% |
| YTD | -35.5% | -10.5% | -25.0% | -37.3% |
| 1Y | -51.1% | -5.3% | -45.8% | -52.2% |
| All | -51.1% | -4.6% | -46.5% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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