-95.3%
VXX vs FGI
-66.8%
-28.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.3% |
| 7D | +2.0% | +12.1% | -10.2% | +2.2% |
| 30D | -7.1% | +75.7% | -82.8% | -4.5% |
| 3M | -28.6% | +31.7% | -60.3% | -27.1% |
| 6M | -44.0% | +111.5% | -155.4% | -40.5% |
| YTD | -31.7% | +45.8% | -77.5% | -28.6% |
| 1Y | -46.3% | +112.5% | -158.9% | -41.1% |
| 3Y | -78.3% | +8.5% | -86.7% | -76.5% |
| All | -95.3% | -66.8% | -28.5% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling