-44.0%
VXX vs PHM
-3.5%
-40.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.3% |
| 7D | +2.0% | -5.0% | +6.9% | -1.0% |
| 30D | -7.1% | -8.4% | +1.3% | -11.7% |
| 3M | -28.6% | -4.4% | -24.2% | -29.0% |
| 6M | -44.0% | -3.7% | -40.2% | -42.5% |
| All | -44.0% | -3.5% | -40.4% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling