+4.0%
FSLR vs VXX
-49.3%
+53.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -4.0% |
| 7D | +0.2% | +1.6% | -1.3% | +0.9% |
| 30D | -15.1% | -9.5% | -5.7% | -18.4% |
| 3M | -22.5% | -27.3% | +4.8% | -31.2% |
| 6M | +4.0% | -43.3% | +47.3% | -11.5% |
| All | +4.0% | -49.3% | +53.3% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling