+504.9%
FICO vs VXX
-99.0%
+603.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.6% |
| 7D | +5.7% | +2.0% | +3.7% | +6.2% |
| 30D | -5.6% | -7.1% | +1.5% | -7.1% |
| 3M | -16.9% | -28.6% | +11.8% | -23.2% |
| 6M | -15.4% | -44.0% | +28.6% | -25.5% |
| YTD | -41.7% | -31.7% | -10.0% | -45.4% |
| 1Y | -38.3% | -46.3% | +8.1% | -45.0% |
| 3Y | +8.9% | -78.3% | +87.2% | -10.2% |
| 5Y | +118.3% | -95.8% | +214.1% | +28.5% |
| All | +504.9% | -99.0% | +603.9% | +209.5% |
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