+98.5%
FLEX vs VXX
-51.1%
+149.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.8% |
| 7D | -0.9% | -3.5% | +2.6% | -2.4% |
| 30D | -10.1% | -13.6% | +3.5% | -15.7% |
| 3M | -31.3% | -24.6% | -6.8% | -38.2% |
| 6M | +71.3% | -39.9% | +111.1% | +44.0% |
| YTD | +81.2% | -33.1% | +114.3% | +59.4% |
| 1Y | +98.5% | -49.9% | +148.4% | +66.6% |
| All | +98.5% | -51.1% | +149.6% | +66.6% |
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