+34.0%
FANG vs VXX
-36.4%
+70.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +30.1% | -31.9% | -4.1% |
| 7D | -13.0% | +27.5% | -40.5% | -14.8% |
| 30D | -2.9% | +32.5% | -35.5% | -5.3% |
| 3M | -3.0% | +8.2% | -11.2% | -3.6% |
| 6M | -11.9% | -22.7% | +10.7% | -10.2% |
| YTD | +21.5% | -16.1% | +37.6% | +25.5% |
| 1Y | +34.0% | -34.0% | +68.0% | +36.3% |
| All | +34.0% | -36.4% | +70.3% | +36.3% |
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 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