-98.9%
VXX vs FN
+1,196.4%
-1,295.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.3% | +9.6% | -1.9% |
| 7D | -14.7% | +0.3% | -14.9% | -13.1% |
| 30D | +8.9% | -16.5% | +25.4% | +4.0% |
| 3M | -4.5% | -42.1% | +37.6% | -25.0% |
| 6M | -34.0% | -52.9% | +18.9% | -52.4% |
| YTD | -29.2% | -28.0% | -1.3% | -27.9% |
| 1Y | -46.8% | -18.5% | -28.3% | -39.9% |
| 3Y | -76.2% | +93.9% | -170.1% | -31.7% |
| 5Y | -94.3% | +170.5% | -264.7% | -75.4% |
| All | -98.9% | +1,196.4% | -1,295.3% | -75.3% |
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