+14.4%
FIX vs VXX
-51.0%
+65.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.6% | -5.4% | -19.7% |
| 7D | -18.9% | -4.1% | -14.8% | -20.4% |
| 30D | -36.3% | -0.8% | -35.5% | -35.7% |
| 3M | -38.5% | -19.8% | -18.7% | -44.2% |
| 6M | -42.3% | -40.5% | -1.8% | -53.4% |
| YTD | +17.1% | -35.5% | +52.6% | +0.9% |
| 1Y | +14.4% | -51.1% | +65.5% | -16.1% |
| All | +14.4% | -51.0% | +65.4% | -16.1% |
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 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