+716.8%
FLEX vs VXX
-99.0%
+815.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.3% | +11.5% | +5.8% |
| 7D | +5.7% | +2.0% | +3.8% | +6.5% |
| 30D | -7.0% | -7.1% | +0.1% | -8.9% |
| 3M | -23.8% | -28.6% | +4.8% | -30.5% |
| 6M | +82.6% | -44.0% | +126.6% | +58.2% |
| YTD | +91.6% | -31.7% | +123.4% | +79.8% |
| 1Y | +100.6% | -46.3% | +146.9% | +78.2% |
| 3Y | +479.8% | -78.3% | +558.0% | +381.3% |
| 5Y | +746.5% | -95.8% | +842.3% | +379.2% |
| All | +716.8% | -99.0% | +815.8% | +316.8% |
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