+85.6%
EQT vs VXX
-99.0%
+184.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.3% |
| 7D | -2.0% | +2.0% | -4.0% | -1.7% |
| 30D | 0.0% | -7.1% | +7.1% | -1.1% |
| 3M | +5.9% | -28.6% | +34.6% | +0.7% |
| 6M | -14.8% | -44.0% | +29.2% | -21.7% |
| YTD | +1.8% | -31.7% | +33.5% | -2.8% |
| 1Y | +7.4% | -46.3% | +53.7% | -0.5% |
| 3Y | +33.6% | -78.3% | +111.9% | +18.4% |
| 5Y | +199.3% | -95.8% | +295.1% | +118.8% |
| All | +85.6% | -99.0% | +184.6% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling