-78.3%
VXX vs FIVN
-55.2%
-23.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -3.8% |
| 7D | +2.0% | -7.8% | +9.8% | -1.0% |
| 30D | -7.1% | -1.7% | -5.4% | -7.3% |
| 3M | -28.6% | +47.2% | -75.8% | -15.0% |
| 6M | -44.0% | +82.7% | -126.7% | -24.4% |
| YTD | -31.7% | +52.9% | -84.7% | -14.6% |
| 1Y | -46.3% | +17.5% | -63.8% | -40.6% |
| 3Y | -78.3% | -55.8% | -22.4% | -79.6% |
| All | -78.3% | -55.2% | -23.0% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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