-99.0%
VXX vs FLR
-7.0%
-92.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.7% |
| 7D | +2.0% | -3.5% | +5.5% | +0.4% |
| 30D | -7.1% | +4.2% | -11.3% | -5.0% |
| 3M | -28.6% | +8.1% | -36.7% | -24.9% |
| 6M | -44.0% | +21.5% | -65.5% | -35.8% |
| YTD | -31.7% | +36.8% | -68.5% | -15.9% |
| 1Y | -46.3% | +31.2% | -77.6% | -34.0% |
| 3Y | -78.3% | +53.9% | -132.2% | -65.5% |
| 5Y | -95.8% | +243.0% | -338.9% | -89.4% |
| All | -99.0% | -7.0% | -92.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling