+104.5%
FTNT vs VXX
-51.1%
+155.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -5.8% | -3.5% | -2.4% | -6.3% |
| 30D | -4.8% | -13.6% | +8.8% | -6.6% |
| 3M | +4.4% | -24.6% | +29.0% | +0.7% |
| 6M | +88.8% | -39.9% | +128.6% | +78.4% |
| YTD | +96.8% | -33.1% | +129.9% | +91.7% |
| 1Y | +104.5% | -49.9% | +154.4% | +92.3% |
| All | +104.5% | -51.1% | +155.6% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling