-83.1%
FRMI vs VXX
-46.0%
-37.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +0.4% |
| 7D | +7.4% | +2.0% | +5.4% | +8.3% |
| 30D | -27.6% | -7.1% | -20.5% | -29.4% |
| 3M | -20.9% | -28.6% | +7.8% | -29.2% |
| 6M | -36.6% | -44.0% | +7.4% | -46.7% |
| YTD | -31.3% | -31.7% | +0.5% | -38.6% |
| All | -83.1% | -46.0% | -37.1% | -85.2% |
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