-3.7%
FISV vs VXX
-51.0%
+47.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.9% | +5.0% |
| 7D | +29.6% | -4.1% | +33.8% | +28.9% |
| 30D | +34.5% | -0.8% | +35.3% | +34.4% |
| 3M | +11.2% | -19.8% | +31.0% | +8.3% |
| 6M | -1.2% | -40.5% | +39.3% | -8.9% |
| YTD | -7.6% | -35.5% | +27.9% | -10.7% |
| 1Y | -3.7% | -51.1% | +47.4% | -10.9% |
| All | -3.7% | -51.0% | +47.3% | -10.9% |
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 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