+179.8%
EQIX vs VXX
-99.0%
+278.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.6% | +0.7% |
| 7D | +0.2% | +2.0% | -1.8% | +0.5% |
| 30D | -2.5% | -7.1% | +4.6% | -3.4% |
| 3M | 0.0% | -28.6% | +28.6% | -4.4% |
| 6M | +7.6% | -44.0% | +51.6% | 0.0% |
| YTD | +37.5% | -31.7% | +69.2% | +32.4% |
| 1Y | +32.9% | -46.3% | +79.3% | +24.4% |
| 3Y | +42.8% | -78.3% | +121.0% | +28.0% |
| 5Y | +35.8% | -95.8% | +131.7% | +2.1% |
| All | +179.8% | -99.0% | +278.8% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling