+342.1%
FICO vs VXX
-98.9%
+441.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.9% |
| 7D | +2.2% | -14.7% | +16.9% | -1.1% |
| 30D | +0.1% | +8.9% | -8.8% | +3.1% |
| 3M | -35.2% | -4.5% | -30.6% | -35.1% |
| 6M | -32.4% | -34.0% | +1.6% | -37.9% |
| YTD | -57.4% | -29.2% | -28.2% | -59.4% |
| 1Y | -58.5% | -46.8% | -11.7% | -63.0% |
| 3Y | -28.9% | -76.2% | +47.4% | -40.2% |
| 5Y | +91.7% | -94.3% | +186.0% | +23.8% |
| All | +342.1% | -98.9% | +441.1% | +130.5% |
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