-78.3%
VXX vs FFIV
+155.7%
-234.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -1.0% |
| 7D | +2.0% | +5.4% | -3.5% | +7.6% |
| 30D | -7.1% | -2.7% | -4.4% | -9.4% |
| 3M | -28.6% | +4.5% | -33.2% | -24.2% |
| 6M | -44.0% | +42.2% | -86.2% | -15.7% |
| YTD | -31.7% | +61.3% | -93.0% | +21.5% |
| 1Y | -46.3% | +23.0% | -69.4% | -32.0% |
| 3Y | -78.3% | +156.3% | -234.5% | -14.3% |
| All | -78.3% | +155.7% | -234.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling