-95.7%
VXX vs FHN
+88.4%
-184.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.6% |
| 7D | +2.0% | -1.2% | +3.2% | +1.1% |
| 30D | -7.1% | -4.8% | -2.3% | -10.2% |
| 3M | -28.6% | -0.7% | -27.9% | -29.0% |
| 6M | -44.0% | +10.6% | -54.6% | -39.0% |
| YTD | -31.7% | +4.6% | -36.3% | -27.6% |
| 1Y | -46.3% | +11.4% | -57.7% | -39.4% |
| 3Y | -78.3% | +132.3% | -210.5% | -58.7% |
| All | -95.7% | +88.4% | -184.1% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling