+2,303.0%
FIX vs VXX
-95.6%
+2,398.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +5.0% |
| 7D | +5.0% | +2.0% | +3.0% | +5.8% |
| 30D | -2.7% | -7.1% | +4.4% | -4.7% |
| 3M | -8.2% | -28.6% | +20.4% | -15.9% |
| 6M | +20.3% | -44.0% | +64.2% | +4.8% |
| YTD | +81.4% | -31.7% | +113.2% | +70.2% |
| 1Y | +121.5% | -46.3% | +167.8% | +97.9% |
| 3Y | +807.4% | -78.3% | +885.7% | +689.0% |
| All | +2,303.0% | -95.6% | +2,398.7% | +1,475.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling