-95.7%
VXX vs PHM
+156.2%
-251.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.1% |
| 7D | +2.0% | -5.0% | +6.9% | -1.5% |
| 30D | -7.1% | -8.4% | +1.3% | -12.5% |
| 3M | -28.6% | -4.4% | -24.2% | -30.3% |
| 6M | -44.0% | -3.7% | -40.2% | -43.5% |
| YTD | -31.7% | +1.3% | -33.0% | -27.8% |
| 1Y | -46.3% | -14.0% | -32.3% | -49.3% |
| 3Y | -78.3% | +48.1% | -126.4% | -63.7% |
| All | -95.7% | +156.2% | -251.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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