+48.6%
ENTG vs VXX
-78.4%
+127.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +0.4% |
| 7D | +1.2% | +2.0% | -0.8% | +2.1% |
| 30D | -12.9% | -7.1% | -5.8% | -15.3% |
| 3M | -3.1% | -28.6% | +25.6% | -13.7% |
| 6M | +21.0% | -44.0% | +65.0% | +0.5% |
| YTD | +67.0% | -31.7% | +98.7% | +54.0% |
| 1Y | +68.6% | -46.3% | +115.0% | +46.2% |
| 3Y | +48.6% | -78.3% | +126.9% | +26.3% |
| All | +48.6% | -78.4% | +127.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling