-99.0%
VXX vs FIVN
+18.2%
-117.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -3.7% |
| 7D | +2.0% | -7.8% | +9.8% | -1.4% |
| 30D | -7.1% | -1.7% | -5.4% | -7.4% |
| 3M | -28.6% | +47.2% | -75.8% | -13.6% |
| 6M | -44.0% | +82.7% | -126.7% | -23.4% |
| YTD | -31.7% | +52.9% | -84.7% | -12.4% |
| 1Y | -46.3% | +17.5% | -63.8% | -38.1% |
| 3Y | -78.3% | -55.8% | -22.4% | -80.4% |
| 5Y | -95.8% | -82.3% | -13.5% | -97.2% |
| All | -99.0% | +18.2% | -117.2% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling