+127.3%
FITB vs VXX
-98.9%
+226.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +1.3% |
| 7D | -1.0% | +7.2% | -8.1% | +0.8% |
| 30D | -5.5% | -5.8% | +0.3% | -6.9% |
| 3M | +4.1% | -29.0% | +33.1% | -4.3% |
| 6M | +18.7% | -44.0% | +62.7% | +3.9% |
| YTD | +18.2% | -28.7% | +46.8% | +11.6% |
| 1Y | +23.7% | -45.2% | +68.8% | +10.7% |
| 3Y | +130.8% | -77.8% | +208.6% | +89.6% |
| 5Y | +69.8% | -95.6% | +165.4% | -0.4% |
| All | +127.3% | -98.9% | +226.3% | +19.2% |
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