+8.6%
FICO vs VXX
-78.1%
+86.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +5.6% |
| 7D | -10.6% | +1.6% | -12.1% | -10.3% |
| 30D | -6.3% | -9.5% | +3.1% | -7.7% |
| 3M | -19.7% | -27.3% | +7.5% | -23.6% |
| 6M | -31.8% | -43.3% | +11.5% | -37.1% |
| YTD | -41.8% | -30.9% | -11.0% | -44.1% |
| 1Y | -36.4% | -47.2% | +10.7% | -41.1% |
| All | +8.6% | -78.1% | +86.8% | +0.4% |
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