-95.4%
VXX vs FGI
-70.4%
-25.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.7% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -13.6% | +65.4% | -79.0% | -11.3% |
| 3M | -24.6% | +23.5% | -48.1% | -23.1% |
| 6M | -39.9% | +60.5% | -100.4% | -36.8% |
| YTD | -33.1% | +30.0% | -63.1% | -30.2% |
| 1Y | -49.9% | +82.1% | -132.0% | -45.3% |
| 3Y | -79.1% | -4.4% | -74.7% | -77.6% |
| All | -95.4% | -70.4% | -25.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling