-55.3%
FIS vs VXX
-98.9%
+43.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.8% |
| 7D | -8.9% | +7.2% | -16.0% | -7.7% |
| 30D | -9.9% | -5.8% | -4.1% | -10.8% |
| 3M | 0.0% | -29.0% | +29.0% | -5.9% |
| 6M | -22.9% | -44.0% | +21.1% | -30.0% |
| YTD | -40.9% | -28.7% | -12.2% | -43.2% |
| 1Y | -40.4% | -45.2% | +4.7% | -45.0% |
| 3Y | -25.4% | -77.8% | +52.5% | -35.6% |
| 5Y | -64.8% | -95.6% | +30.8% | -76.3% |
| All | -55.3% | -98.9% | +43.7% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling