+91.8%
F vs VXX
-99.0%
+190.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.8% | -3.9% |
| 7D | +1.2% | -3.0% | +4.2% | +0.5% |
| 30D | +1.2% | -11.5% | +12.7% | -1.4% |
| 3M | -5.7% | -27.3% | +21.7% | -11.8% |
| 6M | +17.9% | -49.6% | +67.5% | +2.6% |
| YTD | +10.4% | -32.0% | +42.4% | +4.1% |
| 1Y | +25.3% | -48.3% | +73.7% | +12.2% |
| 3Y | +37.5% | -78.9% | +116.3% | +15.2% |
| 5Y | +46.5% | -95.6% | +142.1% | -5.4% |
| All | +91.8% | -99.0% | +190.8% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling