+67.0%
FDX vs VXX
-99.0%
+166.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.9% |
| 7D | -3.3% | +2.0% | -5.2% | -2.8% |
| 30D | -4.5% | -7.1% | +2.6% | -6.0% |
| 3M | -7.3% | -28.6% | +21.3% | -13.5% |
| 6M | +7.5% | -44.0% | +51.5% | -3.8% |
| YTD | +35.1% | -31.7% | +66.8% | +27.7% |
| 1Y | +71.4% | -46.3% | +117.8% | +55.2% |
| 3Y | +60.8% | -78.3% | +139.1% | +35.8% |
| 5Y | +65.5% | -95.8% | +161.3% | +3.0% |
| All | +67.0% | -99.0% | +166.0% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling