-46.8%
VXX vs FGI
+17.8%
-64.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -25.2% | +27.5% | +2.2% |
| 7D | -14.7% | -14.4% | -0.3% | -14.7% |
| 30D | +8.9% | -11.8% | +20.7% | +8.8% |
| 3M | -4.5% | -46.2% | +41.7% | -4.6% |
| 6M | -34.0% | +5.2% | -39.2% | -33.8% |
| YTD | -29.2% | +10.5% | -39.8% | -29.7% |
| 1Y | -46.8% | +25.5% | -72.3% | -46.0% |
| All | -46.8% | +17.8% | -64.6% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling