-51.1%
VXX vs FND
-10.3%
-40.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.9% | -20.6% | -5.1% |
| 7D | -4.1% | +12.3% | -16.4% | +1.4% |
| 30D | -0.8% | +14.7% | -15.6% | +5.6% |
| 3M | -19.8% | -12.0% | -7.8% | -22.9% |
| 6M | -40.5% | +10.8% | -51.3% | -34.9% |
| YTD | -35.5% | -12.3% | -23.3% | -36.3% |
| 1Y | -51.1% | -13.4% | -37.7% | -51.4% |
| All | -51.1% | -10.3% | -40.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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