-49.9%
VXX vs FBTC
-28.2%
-21.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | -0.8% |
| 7D | -3.5% | +2.9% | -6.4% | -1.8% |
| 30D | -13.6% | +23.0% | -36.6% | -3.0% |
| 3M | -24.6% | +25.6% | -50.2% | -13.4% |
| 6M | -39.9% | +9.0% | -48.9% | -34.3% |
| YTD | -33.1% | -8.9% | -24.1% | -30.9% |
| 1Y | -49.9% | -27.5% | -22.4% | -56.7% |
| All | -49.9% | -28.2% | -21.7% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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