-99.0%
VXX vs BURL
+89.5%
-188.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | -2.3% |
| 7D | +1.6% | -7.0% | +8.5% | -2.8% |
| 30D | -9.5% | -35.6% | +26.2% | -31.3% |
| 3M | -27.3% | -26.3% | -1.0% | -39.5% |
| 6M | -43.3% | -20.7% | -22.6% | -49.5% |
| YTD | -30.9% | -17.2% | -13.7% | -36.2% |
| 1Y | -47.2% | -15.0% | -32.1% | -49.7% |
| 3Y | -78.5% | +53.2% | -131.7% | -64.4% |
| 5Y | -95.6% | -18.7% | -76.9% | -94.7% |
| All | -99.0% | +89.5% | -188.5% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling