-99.0%
VXX vs FWONK
+158.2%
-257.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.1% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -7.1% | -7.7% | +0.6% | -13.6% |
| 3M | -28.6% | +5.7% | -34.4% | -24.9% |
| 6M | -44.0% | +13.5% | -57.4% | -36.2% |
| YTD | -31.7% | -3.0% | -28.8% | -33.1% |
| 1Y | -46.3% | -6.4% | -39.9% | -49.0% |
| 3Y | -78.3% | +43.8% | -122.1% | -64.8% |
| 5Y | -95.8% | +98.6% | -194.4% | -89.3% |
| All | -99.0% | +158.2% | -257.2% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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