-49.9%
VXX vs FHN
+13.2%
-63.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.5% |
| 7D | -3.5% | +1.2% | -4.7% | -2.3% |
| 30D | -13.6% | -4.7% | -8.9% | -17.3% |
| 3M | -24.6% | +3.5% | -28.1% | -21.4% |
| 6M | -39.9% | +7.8% | -47.7% | -32.7% |
| YTD | -33.1% | +5.9% | -38.9% | -25.1% |
| 1Y | -49.9% | +12.5% | -62.4% | -38.3% |
| All | -49.9% | +13.2% | -63.1% | -38.3% |
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