+9.7%
FPS vs VXX
-37.1%
+46.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.3% | +13.3% | +6.0% |
| 7D | +1.5% | +2.0% | -0.5% | +3.2% |
| 30D | -16.9% | -7.1% | -9.8% | -20.4% |
| 3M | -45.3% | -28.6% | -16.7% | -55.4% |
| 6M | -10.3% | -44.0% | +33.7% | -32.7% |
| All | +9.7% | -37.1% | +46.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling