-99.0%
VXX vs BURL
+103.1%
-202.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -5.7% |
| 7D | +4.0% | -0.8% | +4.9% | +4.5% |
| 30D | +6.4% | -4.4% | +10.8% | +5.1% |
| 3M | -11.5% | -28.6% | +17.1% | -26.9% |
| 6M | -37.7% | -12.3% | -25.4% | -40.6% |
| YTD | -32.9% | -11.3% | -21.7% | -34.1% |
| 1Y | -45.9% | -10.4% | -35.4% | -46.2% |
| 3Y | -77.7% | +96.1% | -173.8% | -56.9% |
| 5Y | -94.8% | -5.0% | -89.7% | -92.9% |
| All | -99.0% | +103.1% | -202.1% | -95.2% |
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 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