-51.1%
VXX vs FTI
+57.1%
-108.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.4% | -6.3% | -10.3% |
| 7D | -4.1% | -9.7% | +5.6% | -6.4% |
| 30D | -0.8% | -8.2% | +7.4% | -2.8% |
| 3M | -19.8% | -7.8% | -12.0% | -21.2% |
| 6M | -40.5% | -13.4% | -27.1% | -42.7% |
| YTD | -35.5% | +45.1% | -80.6% | -15.2% |
| 1Y | -51.1% | +54.6% | -105.7% | -27.8% |
| All | -51.1% | +57.1% | -108.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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