+3,899.0%
FIX vs VXX
-99.0%
+3,998.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +5.1% |
| 7D | +5.0% | +2.0% | +3.0% | +5.7% |
| 30D | -2.7% | -7.1% | +4.4% | -4.5% |
| 3M | -8.2% | -28.6% | +20.4% | -15.2% |
| 6M | +20.3% | -44.0% | +64.2% | +6.2% |
| YTD | +81.4% | -31.7% | +113.2% | +71.6% |
| 1Y | +121.5% | -46.3% | +167.8% | +100.2% |
| 3Y | +807.4% | -78.3% | +885.7% | +693.5% |
| 5Y | +2,306.7% | -95.8% | +2,402.6% | +1,475.6% |
| All | +3,899.0% | -99.0% | +3,998.0% | +2,193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling