-49.9%
VXX vs FTI
+108.8%
-158.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -3.5% | +5.3% | -8.8% | -1.9% |
| 30D | -13.6% | +15.3% | -28.9% | -9.5% |
| 3M | -24.6% | +15.8% | -40.4% | -20.3% |
| 6M | -39.9% | +22.6% | -62.4% | -32.1% |
| YTD | -33.1% | +79.5% | -112.6% | -8.7% |
| 1Y | -49.9% | +102.0% | -151.9% | -24.2% |
| All | -49.9% | +108.8% | -158.7% | -24.2% |
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