+298.9%
FCX vs VXX
-98.9%
+397.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.2% | -9.8% | -5.5% |
| 7D | -1.9% | +7.2% | -9.0% | +0.5% |
| 30D | +3.4% | -5.8% | +9.2% | +1.6% |
| 3M | +15.0% | -29.0% | +44.0% | +4.3% |
| 6M | +14.6% | -44.0% | +58.6% | -1.6% |
| YTD | +41.2% | -28.7% | +69.9% | +33.2% |
| 1Y | +60.4% | -45.2% | +105.6% | +41.7% |
| 3Y | +88.4% | -77.8% | +166.2% | +51.7% |
| 5Y | +115.0% | -95.6% | +210.7% | +14.9% |
| All | +298.9% | -98.9% | +397.9% | +96.4% |
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