-49.9%
VXX vs FLR
+31.2%
-81.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | -0.5% |
| 7D | -3.5% | +5.4% | -8.9% | -1.2% |
| 30D | -13.6% | +11.4% | -25.0% | -9.0% |
| 3M | -24.6% | +11.4% | -36.0% | -19.0% |
| 6M | -39.9% | +16.6% | -56.5% | -30.5% |
| YTD | -33.1% | +41.7% | -74.8% | -13.9% |
| 1Y | -49.9% | +35.4% | -85.3% | -38.3% |
| All | -49.9% | +31.2% | -81.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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