-95.6%
VXX vs BURL
-13.9%
-81.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | -0.3% |
| 7D | -3.0% | -2.6% | -0.5% | -4.2% |
| 30D | -11.5% | -30.8% | +19.3% | -26.5% |
| 3M | -27.3% | -18.7% | -8.7% | -34.1% |
| 6M | -49.6% | -16.4% | -33.1% | -52.8% |
| YTD | -32.0% | -11.6% | -20.5% | -34.0% |
| 1Y | -48.3% | -12.0% | -36.3% | -49.2% |
| 3Y | -78.9% | +63.6% | -142.5% | -68.6% |
| 5Y | -95.6% | -12.6% | -83.0% | -95.2% |
| All | -95.6% | -13.9% | -81.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling