-34.0%
VXX vs FLNC
-74.3%
+40.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -15.9% | +46.1% | +27.1% |
| 7D | +27.5% | -16.3% | +43.9% | +25.1% |
| 30D | +32.5% | -36.6% | +69.1% | +25.7% |
| 3M | +8.2% | -64.2% | +72.4% | -4.9% |
| 6M | -22.7% | -59.9% | +37.2% | -25.6% |
| YTD | -16.1% | -74.2% | +58.1% | -23.1% |
| 1Y | -34.0% | -75.4% | +41.4% | -37.7% |
| All | -34.0% | -74.3% | +40.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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