-38.6%
FICO vs VXX
-51.1%
+12.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -16.6% |
| 7D | -19.2% | -3.5% | -15.7% | -19.4% |
| 30D | -14.6% | -13.6% | -1.0% | -15.5% |
| 3M | -20.1% | -24.6% | +4.5% | -21.7% |
| 6M | -36.3% | -39.9% | +3.5% | -38.8% |
| YTD | -44.9% | -33.1% | -11.8% | -45.8% |
| 1Y | -38.6% | -49.9% | +11.3% | -38.1% |
| All | -38.6% | -51.1% | +12.5% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling