-97.6%
FCEL vs VXX
-98.9%
+1.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -4.6% |
| 7D | +6.3% | +7.2% | -0.9% | +9.4% |
| 30D | -18.8% | -5.8% | -13.0% | -20.6% |
| 3M | -3.8% | -29.0% | +25.2% | -14.1% |
| 6M | +121.1% | -44.0% | +165.1% | +84.1% |
| YTD | +113.3% | -28.7% | +141.9% | +100.5% |
| 1Y | +173.5% | -45.2% | +218.7% | +139.5% |
| 3Y | -63.9% | -77.8% | +13.9% | -72.2% |
| 5Y | -90.7% | -95.6% | +5.0% | -95.5% |
| All | -97.6% | -98.9% | +1.3% | -98.9% |
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