+50.4%
FERG vs VXX
-78.4%
+128.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.1% |
| 7D | -2.6% | +2.0% | -4.5% | -2.2% |
| 30D | -8.9% | -7.1% | -1.8% | -10.0% |
| 3M | -2.0% | -28.6% | +26.6% | -7.4% |
| 6M | -3.2% | -44.0% | +40.8% | -11.6% |
| YTD | +1.5% | -31.7% | +33.2% | -3.1% |
| 1Y | +0.5% | -46.3% | +46.8% | -7.0% |
| 3Y | +50.4% | -78.3% | +128.7% | +37.2% |
| All | +50.4% | -78.4% | +128.8% | +37.2% |
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