+195.6%
EQT vs VXX
-95.4%
+291.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +1.1% |
| 7D | -1.2% | +7.2% | -8.3% | -0.1% |
| 30D | +1.1% | -5.8% | +6.9% | +0.2% |
| 3M | +4.8% | -29.0% | +33.8% | -0.7% |
| 6M | -10.6% | -44.0% | +33.4% | -18.1% |
| YTD | +3.4% | -28.7% | +32.1% | -0.5% |
| 1Y | +8.7% | -45.2% | +53.9% | +0.7% |
| 3Y | +35.0% | -77.8% | +112.8% | +18.3% |
| All | +195.6% | -95.4% | +291.0% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling