+24.3%
F vs VXX
-46.7%
+71.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.4% |
| 3M | -4.0% | -28.6% | +24.6% | -10.1% |
| 6M | +18.1% | -44.0% | +62.1% | +6.3% |
| YTD | +10.2% | -31.7% | +41.9% | +4.2% |
| 1Y | +24.3% | -46.3% | +70.7% | +13.0% |
| All | +24.3% | -46.7% | +71.0% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling