+35.8%
EQT vs VXX
-77.4%
+113.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +1.0% |
| 7D | -1.2% | +7.2% | -8.3% | -0.3% |
| 30D | +1.1% | -5.8% | +6.9% | +0.3% |
| 3M | +4.8% | -29.0% | +33.8% | +0.3% |
| 6M | -10.6% | -44.0% | +33.4% | -16.7% |
| YTD | +3.4% | -28.7% | +32.1% | +0.4% |
| 1Y | +8.7% | -45.2% | +53.9% | +2.1% |
| All | +35.8% | -77.4% | +113.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling