+112.8%
FICO vs VXX
-95.3%
+208.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -1.7% |
| 7D | -14.1% | +7.2% | -21.3% | -13.0% |
| 30D | -7.5% | -5.8% | -1.6% | -8.3% |
| 3M | -21.3% | -29.0% | +7.8% | -26.0% |
| 6M | -25.2% | -44.0% | +18.7% | -32.2% |
| YTD | -43.2% | -28.7% | -14.5% | -45.5% |
| 1Y | -37.2% | -45.2% | +8.0% | -42.2% |
| 3Y | +6.8% | -77.8% | +84.6% | -7.4% |
| 5Y | +112.8% | -95.6% | +208.5% | +36.5% |
| All | +112.8% | -95.3% | +208.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling