-51.1%
VXX vs FSLY
+161.0%
-212.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.5% | -9.6% |
| 7D | -4.1% | -22.2% | +18.1% | -4.4% |
| 30D | -0.8% | -19.1% | +18.3% | -1.0% |
| 3M | -19.8% | -15.7% | -4.1% | -19.9% |
| 6M | -40.5% | -23.5% | -17.0% | -40.4% |
| YTD | -35.5% | +106.6% | -142.2% | -38.2% |
| 1Y | -51.1% | +164.3% | -215.4% | -52.8% |
| All | -51.1% | +161.0% | -212.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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