+1,618.5%
FTNT vs VXX
-99.0%
+1,717.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -2.8% |
| 7D | -0.1% | +2.0% | -2.1% | +0.3% |
| 30D | -3.0% | -7.1% | +4.1% | -4.6% |
| 3M | +7.6% | -28.6% | +36.2% | -0.4% |
| 6M | +87.0% | -44.0% | +130.9% | +64.8% |
| YTD | +96.5% | -31.7% | +128.3% | +84.0% |
| 1Y | +92.9% | -46.3% | +139.3% | +72.4% |
| 3Y | +139.8% | -78.3% | +218.1% | +98.0% |
| 5Y | +151.3% | -95.8% | +247.2% | +52.5% |
| All | +1,618.5% | -99.0% | +1,717.4% | +857.7% |
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