-51.1%
VXX vs FHN
+14.6%
-65.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -8.2% |
| 7D | -4.1% | +2.3% | -6.4% | -1.9% |
| 30D | -0.8% | +1.6% | -2.4% | +0.8% |
| 3M | -19.8% | -8.4% | -11.4% | -25.9% |
| 6M | -40.5% | -2.3% | -38.2% | -40.8% |
| YTD | -35.5% | +1.5% | -37.0% | -28.3% |
| 1Y | -51.1% | +15.0% | -66.1% | -35.4% |
| All | -51.1% | +14.6% | -65.7% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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