-77.1%
VXX vs BURL
+95.8%
-172.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +4.2% | -17.6% | -10.8% |
| 7D | -1.2% | +7.7% | -8.9% | +4.5% |
| 30D | +11.9% | -7.1% | +19.1% | +9.0% |
| 3M | -6.4% | -30.3% | +23.9% | -23.3% |
| 6M | -32.2% | -15.5% | -16.7% | -36.6% |
| YTD | -28.1% | -11.0% | -17.2% | -28.8% |
| 1Y | -45.4% | -8.4% | -36.9% | -44.6% |
| 3Y | -77.1% | +96.7% | -173.8% | -69.0% |
| All | -77.1% | +95.8% | -172.9% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling