-78.0%
VXX vs FN
+173.9%
-251.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.9% |
| 7D | +1.6% | +5.8% | -4.2% | +4.1% |
| 30D | -9.5% | -20.6% | +11.2% | -17.4% |
| 3M | -27.3% | -28.6% | +1.3% | -35.7% |
| 6M | -43.3% | -20.7% | -22.6% | -44.2% |
| YTD | -30.9% | -8.1% | -22.7% | -23.3% |
| 1Y | -47.2% | +13.3% | -60.5% | -31.2% |
| All | -78.0% | +173.9% | -251.9% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling