-78.3%
VXX vs FDS
-37.4%
-40.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.8% |
| 7D | +2.0% | -14.0% | +16.0% | -3.9% |
| 30D | -7.1% | -6.2% | -0.9% | -9.1% |
| 3M | -28.6% | +10.2% | -38.8% | -25.1% |
| 6M | -44.0% | +27.4% | -71.4% | -34.5% |
| YTD | -31.7% | -9.3% | -22.5% | -39.9% |
| 1Y | -46.3% | -28.6% | -17.7% | -64.2% |
| 3Y | -78.3% | -36.8% | -41.4% | -83.5% |
| All | -78.3% | -37.4% | -40.9% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling