-65.0%
FIS vs VXX
-95.6%
+30.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | -0.5% |
| 7D | -7.9% | +2.0% | -9.9% | -7.6% |
| 30D | -8.0% | -7.1% | -0.9% | -8.9% |
| 3M | +0.6% | -28.6% | +29.2% | -4.2% |
| 6M | -22.2% | -44.0% | +21.8% | -28.1% |
| YTD | -40.8% | -31.7% | -9.0% | -43.0% |
| 1Y | -41.5% | -46.3% | +4.8% | -45.4% |
| 3Y | -25.5% | -78.3% | +52.8% | -34.7% |
| All | -65.0% | -95.6% | +30.6% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling