+281.4%
FCEL vs VXX
-51.1%
+332.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.2% |
| 7D | -15.8% | -3.5% | -12.3% | -17.8% |
| 30D | -29.3% | -13.6% | -15.7% | -35.1% |
| 3M | -30.1% | -24.6% | -5.5% | -38.3% |
| 6M | +74.4% | -39.9% | +114.3% | +45.1% |
| YTD | +104.5% | -33.1% | +137.6% | +83.1% |
| 1Y | +281.4% | -49.9% | +331.3% | +214.7% |
| All | +281.4% | -51.1% | +332.5% | +214.7% |
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