-58.5%
FIG vs VXX
-46.7%
-11.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.3% | +9.1% | +3.7% |
| 7D | -3.8% | +2.0% | -5.8% | -3.2% |
| 30D | -2.3% | -7.1% | +4.8% | -3.9% |
| 3M | +20.0% | -28.6% | +48.6% | +9.2% |
| 6M | -16.7% | -44.0% | +27.3% | -29.2% |
| YTD | -37.9% | -31.7% | -6.2% | -40.9% |
| 1Y | -58.5% | -46.3% | -12.2% | -61.9% |
| All | -58.5% | -46.7% | -11.8% | -61.9% |
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