+694.9%
FLEX vs VXX
-99.0%
+793.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.9% |
| 7D | +6.4% | +1.6% | +4.8% | +6.9% |
| 30D | -5.9% | -9.5% | +3.6% | -8.7% |
| 3M | -23.5% | -27.3% | +3.8% | -29.7% |
| 6M | +83.7% | -43.3% | +127.0% | +59.7% |
| YTD | +86.5% | -30.9% | +117.4% | +75.4% |
| 1Y | +100.5% | -47.2% | +147.7% | +77.1% |
| 3Y | +469.8% | -78.5% | +548.3% | +370.6% |
| 5Y | +725.7% | -95.6% | +821.3% | +374.6% |
| All | +694.9% | -99.0% | +793.9% | +306.6% |
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 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