-99.0%
VXX vs FFIV
+180.5%
-279.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +6.1% |
| 7D | +1.6% | +3.5% | -1.9% | +5.4% |
| 30D | -9.5% | -1.3% | -8.1% | -10.7% |
| 3M | -27.3% | +2.4% | -29.7% | -24.3% |
| 6M | -43.3% | +41.8% | -85.1% | -13.0% |
| YTD | -30.9% | +58.5% | -89.4% | +23.1% |
| 1Y | -47.2% | +24.3% | -71.5% | -28.3% |
| 3Y | -78.5% | +152.0% | -230.5% | -15.0% |
| 5Y | -95.6% | +99.1% | -194.7% | -84.6% |
| All | -99.0% | +180.5% | -279.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling