-24.8%
ETHA vs VXX
-51.0%
+26.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -9.6% | +15.4% | +0.7% |
| 7D | +2.1% | -4.1% | +6.2% | +0.7% |
| 30D | -10.7% | -0.8% | -9.9% | -9.9% |
| 3M | +29.0% | -19.8% | +48.7% | +17.2% |
| 6M | +2.7% | -40.5% | +43.2% | -18.0% |
| YTD | -18.7% | -35.5% | +16.9% | -27.8% |
| 1Y | -24.8% | -51.1% | +26.3% | -42.6% |
| All | -24.8% | -51.0% | +26.2% | -42.6% |
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