-51.1%
VXX vs FRSH
+21.1%
-72.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.3% | -3.4% | -10.1% |
| 7D | -4.1% | -13.8% | +9.7% | -5.4% |
| 30D | -0.8% | +0.3% | -1.1% | -0.6% |
| 3M | -19.8% | +10.1% | -29.9% | -18.9% |
| 6M | -40.5% | +47.7% | -88.2% | -36.9% |
| YTD | -35.5% | +8.2% | -43.8% | -39.6% |
| 1Y | -51.1% | +21.4% | -72.5% | -49.2% |
| All | -51.1% | +21.1% | -72.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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