-95.6%
VXX vs FN
+296.8%
-392.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.9% |
| 7D | +1.6% | +5.8% | -4.2% | +4.0% |
| 30D | -9.5% | -20.6% | +11.2% | -17.2% |
| 3M | -27.3% | -28.6% | +1.3% | -35.4% |
| 6M | -43.3% | -20.7% | -22.6% | -44.4% |
| YTD | -30.9% | -8.1% | -22.7% | -24.4% |
| 1Y | -47.2% | +13.3% | -60.5% | -33.4% |
| 3Y | -78.5% | +175.7% | -254.2% | -46.1% |
| 5Y | -95.6% | +297.4% | -393.0% | -85.7% |
| All | -95.6% | +296.8% | -392.4% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling