+92.4%
FOXA vs VXX
-99.1%
+191.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.5% |
| 7D | +0.8% | +2.0% | -1.2% | +1.1% |
| 30D | +5.0% | -7.1% | +12.1% | +3.9% |
| 3M | -3.0% | -28.6% | +25.6% | -7.8% |
| 6M | +14.8% | -44.0% | +58.8% | +5.7% |
| YTD | -8.9% | -31.7% | +22.8% | -12.8% |
| 1Y | +13.3% | -46.3% | +59.7% | +5.1% |
| 3Y | +115.4% | -78.3% | +193.7% | +88.9% |
| 5Y | +95.3% | -95.8% | +191.1% | +37.3% |
| All | +92.4% | -99.1% | +191.4% | +15.7% |
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