-51.1%
VXX vs FN
-25.7%
-25.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.0% | -3.7% | -11.2% |
| 7D | -4.1% | -7.0% | +2.9% | -5.6% |
| 30D | -0.8% | -24.7% | +23.9% | -6.9% |
| 3M | -19.8% | -35.7% | +15.9% | -27.0% |
| 6M | -40.5% | -52.4% | +11.9% | -50.1% |
| YTD | -35.5% | -25.0% | -10.6% | -30.9% |
| 1Y | -51.1% | -25.7% | -25.4% | -45.0% |
| All | -51.1% | -25.7% | -25.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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