+49.3%
F vs VXX
-95.3%
+144.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +3.9% |
| 7D | -3.7% | +7.2% | -10.8% | -2.1% |
| 30D | -0.7% | -5.8% | +5.1% | -1.9% |
| 3M | -1.9% | -29.0% | +27.1% | -8.9% |
| 6M | +16.1% | -44.0% | +60.1% | +3.3% |
| YTD | +9.5% | -28.7% | +38.1% | +4.3% |
| 1Y | +27.2% | -45.2% | +72.4% | +15.4% |
| 3Y | +36.3% | -77.8% | +114.1% | +14.1% |
| 5Y | +49.3% | -95.6% | +144.9% | -13.5% |
| All | +49.3% | -95.3% | +144.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling