-99.0%
VXX vs FTV
+18.6%
-117.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -3.8% |
| 7D | +2.0% | -4.0% | +5.9% | -3.5% |
| 30D | -7.1% | -11.0% | +3.9% | -21.0% |
| 3M | -28.6% | -8.4% | -20.2% | -36.4% |
| 6M | -44.0% | -2.6% | -41.4% | -44.3% |
| YTD | -31.7% | -0.6% | -31.1% | -29.4% |
| 1Y | -46.3% | +11.0% | -57.3% | -34.0% |
| 3Y | -78.3% | -6.3% | -71.9% | -72.7% |
| 5Y | -95.8% | -1.5% | -94.3% | -93.3% |
| All | -99.0% | +18.6% | -117.6% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling