+121.5%
FIX vs VXX
-46.7%
+168.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +4.3% |
| 7D | +5.0% | +2.0% | +3.0% | +6.1% |
| 30D | -2.7% | -7.1% | +4.4% | -5.7% |
| 3M | -8.2% | -28.6% | +20.4% | -19.6% |
| 6M | +20.3% | -44.0% | +64.2% | -2.2% |
| YTD | +81.4% | -31.7% | +113.2% | +60.4% |
| 1Y | +121.5% | -46.3% | +167.8% | +83.7% |
| All | +121.5% | -46.7% | +168.2% | +83.7% |
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