+16.5%
FSLR vs VXX
-78.4%
+94.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | -0.1% |
| 7D | +2.2% | +2.0% | +0.3% | +2.7% |
| 30D | -7.8% | -7.1% | -0.7% | -9.2% |
| 3M | -22.9% | -28.6% | +5.7% | -27.9% |
| 6M | +4.4% | -44.0% | +48.4% | -5.8% |
| YTD | -20.0% | -31.7% | +11.8% | -24.1% |
| 1Y | +2.8% | -46.3% | +49.2% | -6.0% |
| 3Y | +16.5% | -78.3% | +94.8% | -1.3% |
| All | +16.5% | -78.4% | +94.9% | -1.3% |
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