-98.9%
VXX vs BURL
+92.4%
-191.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.6% | +5.9% | 0.0% |
| 7D | -14.7% | -1.6% | -13.1% | -15.0% |
| 30D | +8.9% | -7.7% | +16.6% | +5.4% |
| 3M | -4.5% | -31.7% | +27.1% | -23.3% |
| 6M | -34.0% | -15.2% | -18.8% | -38.4% |
| YTD | -29.2% | -15.9% | -13.3% | -32.7% |
| 1Y | -46.8% | -14.2% | -32.6% | -48.6% |
| 3Y | -76.2% | +93.5% | -169.8% | -54.3% |
| 5Y | -94.3% | -9.9% | -84.4% | -92.5% |
| All | -98.9% | +92.4% | -191.4% | -95.1% |
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