+65.5%
FDX vs VXX
-99.0%
+164.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.2% |
| 7D | -2.3% | +1.6% | -3.9% | -2.0% |
| 30D | -4.9% | -9.5% | +4.6% | -6.9% |
| 3M | -6.5% | -27.3% | +20.8% | -12.2% |
| 6M | +6.7% | -43.3% | +50.0% | -4.3% |
| YTD | +33.9% | -30.9% | +64.7% | +26.9% |
| 1Y | +72.2% | -47.2% | +119.3% | +55.3% |
| 3Y | +60.2% | -78.5% | +138.7% | +34.9% |
| 5Y | +62.9% | -95.6% | +158.5% | +2.7% |
| All | +65.5% | -99.0% | +164.5% | -6.6% |
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