-55.2%
FIS vs VXX
-99.0%
+43.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | -0.6% |
| 7D | -7.9% | +2.0% | -9.9% | -7.5% |
| 30D | -8.0% | -7.1% | -0.9% | -9.1% |
| 3M | +0.6% | -28.6% | +29.2% | -5.2% |
| 6M | -22.2% | -44.0% | +21.8% | -29.3% |
| YTD | -40.8% | -31.7% | -9.0% | -43.6% |
| 1Y | -41.5% | -46.3% | +4.8% | -46.2% |
| 3Y | -25.5% | -78.3% | +52.8% | -35.9% |
| 5Y | -64.8% | -95.8% | +31.1% | -76.5% |
| All | -55.2% | -99.0% | +43.8% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling