+91.4%
F vs VXX
-99.0%
+190.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.3% |
| 7D | -4.4% | +2.0% | -6.4% | -4.0% |
| 30D | +1.0% | -7.1% | +8.1% | -0.5% |
| 3M | -4.0% | -28.6% | +24.6% | -10.7% |
| 6M | +18.1% | -44.0% | +62.1% | +5.2% |
| YTD | +10.2% | -31.7% | +41.9% | +4.0% |
| 1Y | +24.3% | -46.3% | +70.7% | +12.3% |
| 3Y | +38.1% | -78.3% | +116.3% | +16.6% |
| 5Y | +50.2% | -95.8% | +146.1% | -4.2% |
| All | +91.4% | -99.0% | +190.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling