-49.9%
VXX vs FTV
+21.7%
-71.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | -0.1% |
| 7D | -3.5% | -4.5% | +1.0% | -6.3% |
| 30D | -13.6% | -7.1% | -6.5% | -17.7% |
| 3M | -24.6% | -7.2% | -17.4% | -27.9% |
| 6M | -39.9% | -1.5% | -38.4% | -38.4% |
| YTD | -33.1% | +3.5% | -36.5% | -28.4% |
| 1Y | -49.9% | +20.3% | -70.3% | -38.2% |
| All | -49.9% | +21.7% | -71.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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