-99.0%
VXX vs FE
+112.6%
-211.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.0% |
| 7D | -3.0% | +0.6% | -3.6% | -2.5% |
| 30D | -11.5% | -2.1% | -9.3% | -12.9% |
| 3M | -27.3% | +2.6% | -30.0% | -25.8% |
| 6M | -49.6% | -6.8% | -42.8% | -52.1% |
| YTD | -32.0% | +6.9% | -38.9% | -28.1% |
| 1Y | -48.3% | +11.6% | -59.9% | -43.2% |
| 3Y | -78.9% | +47.7% | -126.6% | -69.6% |
| 5Y | -95.6% | +46.2% | -141.8% | -93.2% |
| All | -99.0% | +112.6% | -211.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling