-49.9%
VXX vs FCUV
-81.1%
+31.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.2% | +0.5% |
| 7D | -3.5% | +62.8% | -66.3% | -3.3% |
| 30D | -13.6% | +66.5% | -80.1% | -13.3% |
| 3M | -24.6% | +459.9% | -484.5% | -23.2% |
| 6M | -39.9% | -12.4% | -27.5% | -41.1% |
| YTD | -33.1% | -47.5% | +14.5% | -35.5% |
| 1Y | -49.9% | -80.5% | +30.6% | -50.1% |
| All | -49.9% | -81.1% | +31.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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