-95.8%
VXX vs FRSH
-72.5%
-23.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -6.6% | +8.6% | -0.6% |
| 30D | -7.1% | +2.1% | -9.2% | -6.0% |
| 3M | -28.6% | +29.0% | -57.6% | -20.7% |
| 6M | -44.0% | +48.6% | -92.6% | -33.6% |
| YTD | -31.7% | -2.9% | -28.8% | -31.1% |
| 1Y | -46.3% | -7.9% | -38.4% | -46.4% |
| 3Y | -78.3% | -46.5% | -31.7% | -79.0% |
| All | -95.8% | -72.5% | -23.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling