-49.9%
VXX vs FE
+11.4%
-61.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.5% |
| 7D | -3.5% | +1.9% | -5.4% | -3.4% |
| 30D | -13.6% | -1.2% | -12.4% | -13.7% |
| 3M | -24.6% | +3.5% | -28.1% | -24.1% |
| 6M | -39.9% | -6.1% | -33.8% | -40.5% |
| YTD | -33.1% | +7.6% | -40.7% | -32.4% |
| 1Y | -49.9% | +11.9% | -61.8% | -46.3% |
| All | -49.9% | +11.4% | -61.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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