-98.9%
VXX vs BURL
+103.8%
-202.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +4.2% | -17.6% | -10.7% |
| 7D | -1.2% | +7.7% | -8.9% | +4.9% |
| 30D | +11.9% | -7.1% | +19.1% | +8.6% |
| 3M | -6.4% | -30.3% | +23.9% | -24.0% |
| 6M | -32.2% | -15.5% | -16.7% | -37.0% |
| YTD | -28.1% | -11.0% | -17.2% | -29.2% |
| 1Y | -45.4% | -8.4% | -36.9% | -45.0% |
| 3Y | -77.1% | +96.7% | -173.8% | -55.6% |
| 5Y | -94.4% | -14.1% | -80.3% | -93.0% |
| All | -98.9% | +103.8% | -202.7% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling