-95.7%
VXX vs BWA
+87.2%
-182.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.1% |
| 7D | +2.0% | -1.3% | +3.3% | +1.0% |
| 30D | -7.1% | -2.9% | -4.2% | -9.0% |
| 3M | -28.6% | -10.7% | -17.9% | -34.1% |
| 6M | -44.0% | +26.5% | -70.4% | -29.2% |
| YTD | -31.7% | +49.1% | -80.8% | +2.5% |
| 1Y | -46.3% | +52.1% | -98.4% | -16.8% |
| 3Y | -78.3% | +72.6% | -150.8% | -53.3% |
| All | -95.7% | +87.2% | -182.8% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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