-51.1%
VXX vs FFIV
+33.5%
-84.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.8% |
| 7D | -4.1% | -9.8% | +5.7% | -7.3% |
| 30D | -0.8% | -28.1% | +27.3% | -10.1% |
| 3M | -19.8% | -20.0% | +0.2% | -23.5% |
| 6M | -40.5% | -0.1% | -40.4% | -36.6% |
| YTD | -35.5% | +29.2% | -64.7% | -20.9% |
| 1Y | -51.1% | +36.6% | -87.7% | -37.8% |
| All | -51.1% | +33.5% | -84.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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