-55.8%
FIG vs VXX
-51.1%
-4.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.2% |
| 7D | -16.3% | -3.5% | -12.8% | -17.1% |
| 30D | -14.3% | -13.6% | -0.7% | -17.4% |
| 3M | +7.2% | -24.6% | +31.7% | -0.3% |
| 6M | -18.6% | -39.9% | +21.2% | -28.3% |
| YTD | -35.5% | -33.1% | -2.4% | -39.0% |
| 1Y | -55.8% | -49.9% | -5.9% | -59.9% |
| All | -55.8% | -51.1% | -4.7% | -59.9% |
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