-51.1%
VXX vs FDS
+31.1%
-82.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -9.7% |
| 7D | -4.1% | +9.4% | -13.5% | -4.2% |
| 30D | -0.8% | +23.8% | -24.6% | -0.8% |
| 3M | -19.8% | +25.1% | -44.9% | -19.9% |
| 6M | -40.5% | +53.8% | -94.3% | -39.6% |
| YTD | -35.5% | +19.6% | -55.1% | -38.5% |
| 1Y | -51.1% | +31.6% | -82.8% | -54.4% |
| All | -51.1% | +31.1% | -82.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling