+196.7%
FSLR vs VXX
-99.0%
+295.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -22.9% | -28.6% | +5.7% | -28.2% |
| 6M | +4.4% | -44.0% | +48.4% | -6.5% |
| YTD | -20.0% | -31.7% | +11.8% | -24.3% |
| 1Y | +2.8% | -46.3% | +49.2% | -6.6% |
| 3Y | +16.5% | -78.3% | +94.8% | -0.3% |
| 5Y | +110.3% | -95.8% | +206.1% | +36.9% |
| All | +196.7% | -99.0% | +295.7% | +74.5% |
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 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