+3,708.6%
FIX vs VXX
-99.0%
+3,807.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.1% |
| 7D | +6.0% | -3.5% | +9.5% | +5.0% |
| 30D | -7.2% | -13.6% | +6.4% | -10.8% |
| 3M | -15.9% | -24.6% | +8.7% | -20.9% |
| 6M | +12.7% | -39.9% | +52.6% | +2.1% |
| YTD | +72.8% | -33.1% | +105.8% | +62.4% |
| 1Y | +122.9% | -49.9% | +172.8% | +97.7% |
| 3Y | +774.3% | -79.1% | +853.4% | +655.8% |
| 5Y | +2,049.5% | -95.6% | +2,145.0% | +1,327.3% |
| All | +3,708.6% | -99.0% | +3,807.6% | +2,069.9% |
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