+65.7%
ENTG vs VXX
-51.0%
+116.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.2% | -12.0% |
| 7D | -10.3% | -4.1% | -6.2% | -12.2% |
| 30D | -14.4% | -0.8% | -13.5% | -13.3% |
| 3M | -1.1% | -19.8% | +18.7% | -10.8% |
| 6M | +3.0% | -40.5% | +43.5% | -17.4% |
| YTD | +70.1% | -35.5% | +105.6% | +49.3% |
| 1Y | +65.7% | -51.1% | +116.8% | +25.8% |
| All | +65.7% | -51.0% | +116.8% | +25.8% |
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