-43.3%
VXX vs USFD
+8.1%
-51.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +1.2% |
| 7D | +1.6% | -7.0% | +8.6% | +0.9% |
| 30D | -9.5% | -10.3% | +0.8% | -10.4% |
| 3M | -27.3% | +9.2% | -36.5% | -25.7% |
| 6M | -43.3% | +7.4% | -50.7% | -42.4% |
| All | -43.3% | +8.1% | -51.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 6mo: compounded portfolio wealth divided by compounded USFD 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…
6mo analysis · Full analysis span regression · 6 months rolling