-95.7%
VXX vs FWONK
+97.7%
-193.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.7% |
| 3M | -28.6% | +5.7% | -34.4% | -25.2% |
| 6M | -44.0% | +13.5% | -57.4% | -36.8% |
| YTD | -31.7% | -3.0% | -28.8% | -33.0% |
| 1Y | -46.3% | -6.4% | -39.9% | -48.8% |
| 3Y | -78.3% | +43.8% | -122.1% | -66.4% |
| All | -95.7% | +97.7% | -193.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling