-99.0%
VXX vs FSLY
+5.6%
-104.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +7.2% | +7.5% | -0.4% | +9.0% |
| 30D | -5.8% | -21.1% | +15.3% | -10.3% |
| 3M | -29.0% | +21.8% | -50.8% | -24.3% |
| 6M | -44.0% | -0.1% | -43.9% | -39.6% |
| YTD | -28.7% | +123.1% | -151.8% | -2.5% |
| 1Y | -45.2% | +208.6% | -253.7% | -15.2% |
| 3Y | -77.8% | -1.3% | -76.6% | -68.8% |
| 5Y | -95.6% | -48.4% | -47.3% | -93.5% |
| All | -99.0% | +5.6% | -104.6% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling