-78.3%
VXX vs FTI
+267.9%
-346.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.6% |
| 7D | +2.0% | -4.4% | +6.4% | -1.2% |
| 30D | -7.1% | +1.5% | -8.6% | -5.8% |
| 3M | -28.6% | +8.2% | -36.8% | -24.1% |
| 6M | -44.0% | +18.8% | -62.8% | -34.9% |
| YTD | -31.7% | +71.7% | -103.4% | +9.1% |
| 1Y | -46.3% | +90.0% | -136.4% | -5.2% |
| 3Y | -78.3% | +270.5% | -348.8% | -34.0% |
| All | -78.3% | +267.9% | -346.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling