-99.0%
VXX vs FFIV
+185.4%
-284.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -0.6% |
| 7D | +2.0% | +5.4% | -3.5% | +8.4% |
| 30D | -7.1% | -2.7% | -4.4% | -9.7% |
| 3M | -28.6% | +4.5% | -33.2% | -23.9% |
| 6M | -44.0% | +42.2% | -86.2% | -13.7% |
| YTD | -31.7% | +61.3% | -93.0% | +24.2% |
| 1Y | -46.3% | +23.0% | -69.4% | -28.2% |
| 3Y | -78.3% | +156.3% | -234.5% | -12.3% |
| 5Y | -95.8% | +102.9% | -198.7% | -85.0% |
| All | -99.0% | +185.4% | -284.4% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling