-57.6%
FISV vs VXX
-78.4%
+20.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.3% | +9.7% | +4.9% |
| 7D | -2.7% | +2.0% | -4.7% | -2.4% |
| 30D | 0.0% | -7.1% | +7.1% | -0.8% |
| 3M | -2.8% | -28.6% | +25.8% | -6.9% |
| 6M | -11.8% | -44.0% | +32.2% | -17.8% |
| YTD | -23.2% | -31.7% | +8.5% | -25.8% |
| 1Y | -62.0% | -46.3% | -15.6% | -64.1% |
| 3Y | -57.6% | -78.3% | +20.7% | -62.6% |
| All | -57.6% | -78.4% | +20.8% | -62.6% |
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