+1,793.5%
FTAI vs VXX
-99.0%
+1,892.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +2.1% |
| 7D | -5.2% | +2.0% | -7.2% | -4.6% |
| 30D | -17.9% | -7.1% | -10.8% | -19.4% |
| 3M | -22.7% | -28.6% | +5.9% | -28.8% |
| 6M | -28.0% | -44.0% | +16.0% | -36.5% |
| YTD | -5.0% | -31.7% | +26.8% | -10.2% |
| 1Y | +10.4% | -46.3% | +56.7% | -0.4% |
| 3Y | +425.2% | -78.3% | +503.5% | +347.3% |
| 5Y | +890.3% | -95.8% | +986.2% | +522.2% |
| All | +1,793.5% | -99.0% | +1,892.5% | +908.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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