+74.8%
ENTG vs VXX
-51.1%
+125.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.5% |
| 7D | +2.8% | -3.5% | +6.3% | +0.8% |
| 30D | -4.7% | -13.6% | +8.9% | -12.2% |
| 3M | -0.7% | -24.6% | +23.9% | -12.9% |
| 6M | +7.7% | -39.9% | +47.6% | -12.1% |
| YTD | +65.1% | -33.1% | +98.1% | +45.6% |
| 1Y | +74.8% | -49.9% | +124.7% | +45.2% |
| All | +74.8% | -51.1% | +125.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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