-98.9%
VXX vs FN
+1,496.6%
-1,595.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +1.2% |
| 7D | +7.2% | +2.3% | +4.9% | +8.6% |
| 30D | -5.8% | -23.2% | +17.4% | -18.2% |
| 3M | -29.0% | -30.4% | +1.4% | -40.6% |
| 6M | -44.0% | -25.6% | -18.4% | -48.5% |
| YTD | -28.7% | -11.3% | -17.4% | -23.3% |
| 1Y | -45.2% | +8.4% | -53.6% | -29.8% |
| 3Y | -77.8% | +166.2% | -244.1% | -25.7% |
| 5Y | -95.6% | +290.3% | -386.0% | -76.8% |
| All | -98.9% | +1,496.6% | -1,595.6% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling