-46.3%
VXX vs FGI
+118.1%
-164.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.3% |
| 7D | +2.0% | +12.1% | -10.2% | +2.0% |
| 30D | -7.1% | +75.7% | -82.8% | -6.8% |
| 3M | -28.6% | +31.7% | -60.3% | -28.4% |
| 6M | -44.0% | +111.5% | -155.4% | -42.9% |
| YTD | -31.7% | +45.8% | -77.5% | -31.0% |
| 1Y | -46.3% | +112.5% | -158.9% | -46.3% |
| All | -46.3% | +118.1% | -164.5% | -46.3% |
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 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