-95.7%
VXX vs FTI
+1,066.8%
-1,162.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.7% |
| 7D | +2.0% | -4.4% | +6.4% | -0.5% |
| 30D | -7.1% | +1.5% | -8.6% | -6.1% |
| 3M | -28.6% | +8.2% | -36.8% | -25.0% |
| 6M | -44.0% | +18.8% | -62.8% | -37.2% |
| YTD | -31.7% | +71.7% | -103.4% | -4.0% |
| 1Y | -46.3% | +90.0% | -136.4% | -18.8% |
| 3Y | -78.3% | +270.5% | -348.8% | -46.0% |
| All | -95.7% | +1,066.8% | -1,162.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling