+7.4%
EQT vs VXX
-46.7%
+54.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.8% |
| 7D | -2.0% | +2.0% | -4.0% | -1.9% |
| 30D | 0.0% | -7.1% | +7.1% | -0.3% |
| 3M | +5.9% | -28.6% | +34.6% | +3.9% |
| 6M | -14.8% | -44.0% | +29.2% | -17.4% |
| YTD | +1.8% | -31.7% | +33.5% | +1.9% |
| 1Y | +7.4% | -46.3% | +53.7% | +2.6% |
| All | +7.4% | -46.7% | +54.0% | +2.6% |
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 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