-78.3%
VXX vs FND
-50.3%
-28.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.7% |
| 7D | +2.0% | -5.8% | +7.7% | -1.3% |
| 30D | -7.1% | -20.2% | +13.1% | -18.1% |
| 3M | -28.6% | -12.0% | -16.7% | -32.6% |
| 6M | -44.0% | -18.5% | -25.5% | -48.0% |
| YTD | -31.7% | -22.3% | -9.5% | -37.4% |
| 1Y | -46.3% | -47.6% | +1.3% | -61.5% |
| 3Y | -78.3% | -49.8% | -28.5% | -81.7% |
| All | -78.3% | -50.3% | -28.0% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling