-77.3%
VXX vs FE
+47.0%
-124.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +7.2% | -1.7% | +8.8% | +6.6% |
| 30D | -5.8% | -1.3% | -4.6% | -6.2% |
| 3M | -29.0% | +0.6% | -29.6% | -28.7% |
| 6M | -44.0% | -6.8% | -37.1% | -45.3% |
| YTD | -28.7% | +6.4% | -35.1% | -26.6% |
| 1Y | -45.2% | +11.3% | -56.4% | -42.4% |
| All | -77.3% | +47.0% | -124.3% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling