-78.3%
VXX vs FLNC
-62.9%
-15.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -3.8% |
| 7D | +2.0% | -4.1% | +6.0% | +1.3% |
| 30D | -7.1% | -24.8% | +17.7% | -11.9% |
| 3M | -28.6% | -59.1% | +30.5% | -38.9% |
| 6M | -44.0% | -42.0% | -2.0% | -45.8% |
| YTD | -31.7% | -49.8% | +18.1% | -33.4% |
| 1Y | -46.3% | +43.1% | -89.4% | -26.6% |
| 3Y | -78.3% | -61.0% | -17.3% | -74.5% |
| All | -78.3% | -62.9% | -15.4% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling