-78.9%
VXX vs BURL
+64.3%
-143.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | -0.7% |
| 7D | -3.0% | -2.6% | -0.5% | -4.5% |
| 30D | -11.5% | -30.8% | +19.3% | -29.5% |
| 3M | -27.3% | -18.7% | -8.7% | -35.4% |
| 6M | -49.6% | -16.4% | -33.1% | -53.5% |
| YTD | -32.0% | -11.6% | -20.5% | -34.3% |
| 1Y | -48.3% | -12.0% | -36.3% | -49.6% |
| 3Y | -78.9% | +63.6% | -142.5% | -67.0% |
| All | -78.9% | +64.3% | -143.1% | -67.0% |
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