-11.2%
EQT vs VXX
-35.2%
+24.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.4% |
| 7D | -10.5% | +14.3% | -24.8% | -10.0% |
| 30D | -5.3% | +29.9% | -35.1% | -4.8% |
| 3M | -4.0% | +8.5% | -12.5% | -3.6% |
| 6M | -13.3% | -21.8% | +8.5% | -13.4% |
| YTD | -6.7% | -17.1% | +10.3% | -5.8% |
| 1Y | -11.2% | -37.3% | +26.1% | -16.0% |
| All | -11.2% | -35.2% | +24.0% | -16.0% |
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