-99.0%
VXX vs FHN
+64.3%
-163.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.7% |
| 7D | +2.0% | -1.2% | +3.2% | +1.0% |
| 30D | -7.1% | -4.8% | -2.3% | -10.6% |
| 3M | -28.6% | -0.7% | -27.9% | -29.1% |
| 6M | -44.0% | +10.6% | -54.6% | -38.5% |
| YTD | -31.7% | +4.6% | -36.3% | -27.2% |
| 1Y | -46.3% | +11.4% | -57.7% | -38.6% |
| 3Y | -78.3% | +132.3% | -210.5% | -48.7% |
| 5Y | -95.8% | +90.2% | -186.0% | -89.7% |
| All | -99.0% | +64.3% | -163.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling