-99.0%
VXX vs BWA
+51.5%
-150.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -2.9% |
| 7D | +2.0% | -1.3% | +3.3% | +0.8% |
| 30D | -7.1% | -2.9% | -4.2% | -9.5% |
| 3M | -28.6% | -10.7% | -17.9% | -35.3% |
| 6M | -44.0% | +26.5% | -70.4% | -26.2% |
| YTD | -31.7% | +49.1% | -80.8% | +8.8% |
| 1Y | -46.3% | +52.1% | -98.4% | -11.4% |
| 3Y | -78.3% | +72.6% | -150.8% | -49.9% |
| 5Y | -95.8% | +89.4% | -185.2% | -87.1% |
| All | -99.0% | +51.5% | -150.5% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling