-98.9%
VXX vs FDS
+44.9%
-143.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | -2.3% |
| 7D | +7.2% | -16.0% | +23.1% | -8.7% |
| 30D | -5.8% | -6.7% | +0.9% | -11.3% |
| 3M | -29.0% | +6.0% | -35.0% | -25.6% |
| 6M | -44.0% | +25.1% | -69.1% | -29.7% |
| YTD | -28.7% | -8.1% | -20.5% | -37.7% |
| 1Y | -45.2% | -26.0% | -19.2% | -63.6% |
| 3Y | -77.8% | -36.4% | -41.4% | -86.2% |
| 5Y | -95.6% | -27.7% | -67.9% | -96.3% |
| All | -98.9% | +44.9% | -143.9% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling