-95.2%
VXX vs FGI
-69.1%
-26.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.8% |
| 7D | +1.6% | +14.7% | -13.1% | +1.9% |
| 30D | -9.5% | +67.0% | -76.4% | -7.0% |
| 3M | -27.3% | +31.0% | -58.3% | -25.7% |
| 6M | -43.3% | +126.8% | -170.1% | -39.5% |
| YTD | -30.9% | +35.6% | -66.5% | -27.8% |
| 1Y | -47.2% | +108.9% | -156.1% | -41.8% |
| 3Y | -78.5% | -0.3% | -78.2% | -76.9% |
| All | -95.2% | -69.1% | -26.1% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling