-78.3%
VXX vs FLR
+54.2%
-132.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.5% |
| 7D | +2.0% | -3.5% | +5.5% | -0.1% |
| 30D | -7.1% | +4.2% | -11.3% | -4.4% |
| 3M | -28.6% | +8.1% | -36.7% | -23.8% |
| 6M | -44.0% | +21.5% | -65.5% | -32.6% |
| YTD | -31.7% | +36.8% | -68.5% | -8.8% |
| 1Y | -46.3% | +31.2% | -77.6% | -28.7% |
| 3Y | -78.3% | +53.9% | -132.2% | -56.3% |
| All | -78.3% | +54.2% | -132.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling