+44.2%
EOG vs VXX
-51.0%
+95.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.4% | -3.7% |
| 7D | -8.6% | -4.1% | -4.5% | -8.0% |
| 30D | +2.8% | -0.8% | +3.6% | +2.9% |
| 3M | +3.2% | -19.8% | +22.9% | +6.1% |
| 6M | +5.3% | -40.5% | +45.8% | +11.4% |
| YTD | +44.5% | -35.5% | +80.0% | +53.4% |
| 1Y | +44.2% | -51.1% | +95.3% | +51.0% |
| All | +44.2% | -51.0% | +95.2% | +51.0% |
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