+60.8%
FDX vs VXX
-78.4%
+139.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.7% |
| 7D | -3.3% | +2.0% | -5.2% | -2.9% |
| 30D | -4.5% | -7.1% | +2.6% | -5.7% |
| 3M | -7.3% | -28.6% | +21.3% | -12.2% |
| 6M | +7.5% | -44.0% | +51.5% | -1.3% |
| YTD | +35.1% | -31.7% | +66.8% | +29.2% |
| 1Y | +71.4% | -46.3% | +117.8% | +58.8% |
| 3Y | +60.8% | -78.3% | +139.1% | +35.1% |
| All | +60.8% | -78.4% | +139.2% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling