-90.6%
FCEL vs VXX
-95.6%
+5.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.3% |
| 7D | +6.3% | +2.0% | +4.3% | +7.2% |
| 30D | -26.7% | -7.1% | -19.6% | -28.7% |
| 3M | -10.2% | -28.6% | +18.5% | -19.1% |
| 6M | +123.5% | -44.0% | +167.5% | +88.6% |
| YTD | +117.4% | -31.7% | +149.1% | +101.9% |
| 1Y | +146.0% | -46.3% | +192.3% | +115.9% |
| 3Y | -61.9% | -78.3% | +16.4% | -70.2% |
| All | -90.6% | -95.6% | +5.1% | -95.7% |
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 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