-25.5%
FIS vs VXX
-78.4%
+52.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | -0.4% |
| 7D | -7.9% | +2.0% | -9.9% | -7.6% |
| 30D | -8.0% | -7.1% | -0.9% | -8.7% |
| 3M | +0.6% | -28.6% | +29.2% | -3.3% |
| 6M | -22.2% | -44.0% | +21.8% | -27.1% |
| YTD | -40.8% | -31.7% | -9.0% | -42.6% |
| 1Y | -41.5% | -46.3% | +4.8% | -44.6% |
| 3Y | -25.5% | -78.3% | +52.8% | -35.6% |
| All | -25.5% | -78.4% | +52.9% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling