-37.1%
FIS vs VXX
-51.1%
+14.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.1% | -3.5% | +4.6% | +0.7% |
| 30D | -2.2% | -13.6% | +11.4% | -3.8% |
| 3M | +2.1% | -24.6% | +26.7% | -1.0% |
| 6M | -14.7% | -39.9% | +25.2% | -18.7% |
| YTD | -35.7% | -33.1% | -2.6% | -36.7% |
| 1Y | -37.1% | -49.9% | +12.9% | -40.7% |
| All | -37.1% | -51.1% | +14.0% | -40.7% |
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