-99.0%
VXX vs FCUV
-99.1%
+0.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -4.2% |
| 7D | +2.0% | -66.5% | +68.4% | +1.0% |
| 30D | -7.1% | +5.0% | -12.1% | -6.3% |
| 3M | -28.6% | +63.8% | -92.4% | -24.0% |
| 6M | -44.0% | -67.8% | +23.8% | -42.1% |
| YTD | -31.7% | -82.4% | +50.7% | -30.2% |
| 1Y | -46.3% | -94.7% | +48.4% | -46.4% |
| 3Y | -78.3% | -99.3% | +21.0% | -77.7% |
| 5Y | -95.8% | -99.9% | +4.0% | -95.7% |
| All | -99.0% | -99.1% | +0.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling