-51.7%
FIG vs VXX
-51.0%
-0.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.6% | +14.9% | +3.3% |
| 7D | -4.7% | -4.1% | -0.5% | -5.2% |
| 30D | +0.5% | -0.8% | +1.4% | +0.8% |
| 3M | -18.4% | -19.8% | +1.4% | -21.4% |
| 6M | +10.9% | -40.5% | +51.4% | -1.7% |
| YTD | -40.8% | -35.5% | -5.2% | -43.0% |
| 1Y | -51.7% | -51.1% | -0.6% | -58.2% |
| All | -51.7% | -51.0% | -0.6% | -58.2% |
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