-78.3%
VXX vs FWONK
+44.6%
-122.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.2% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -7.1% | -7.7% | +0.6% | -12.3% |
| 3M | -28.6% | +5.7% | -34.4% | -25.1% |
| 6M | -44.0% | +13.5% | -57.4% | -36.8% |
| YTD | -31.7% | -3.0% | -28.8% | -33.3% |
| 1Y | -46.3% | -6.4% | -39.9% | -49.2% |
| 3Y | -78.3% | +43.8% | -122.1% | -67.6% |
| All | -78.3% | +44.6% | -122.9% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling