-78.3%
VXX vs FSLY
+1.6%
-79.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -4.0% |
| 7D | +2.0% | +12.5% | -10.5% | +3.9% |
| 30D | -7.1% | -18.8% | +11.7% | -9.7% |
| 3M | -28.6% | +22.7% | -51.3% | -25.2% |
| 6M | -44.0% | -3.7% | -40.3% | -40.9% |
| YTD | -31.7% | +127.5% | -159.2% | -12.6% |
| 1Y | -46.3% | +193.5% | -239.9% | -23.6% |
| 3Y | -78.3% | -1.3% | -76.9% | -68.5% |
| All | -78.3% | +1.6% | -79.8% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling