-95.7%
VXX vs FDS
-29.0%
-66.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -5.0% |
| 7D | +2.0% | -14.0% | +16.0% | -6.2% |
| 30D | -7.1% | -6.2% | -0.9% | -9.9% |
| 3M | -28.6% | +10.2% | -38.8% | -23.9% |
| 6M | -44.0% | +27.4% | -71.4% | -32.5% |
| YTD | -31.7% | -9.3% | -22.5% | -39.0% |
| 1Y | -46.3% | -28.6% | -17.7% | -62.6% |
| 3Y | -78.3% | -36.8% | -41.4% | -85.0% |
| All | -95.7% | -29.0% | -66.6% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling