-27.0%
ETHA vs VXX
-58.6%
+31.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +1.3% |
| 7D | +3.5% | +2.0% | +1.5% | +4.5% |
| 30D | +35.3% | -7.1% | +42.4% | +31.5% |
| 3M | +50.9% | -28.6% | +79.5% | +32.3% |
| 6M | +22.1% | -44.0% | +66.1% | -0.8% |
| YTD | -14.6% | -31.7% | +17.2% | -22.1% |
| 1Y | -42.8% | -46.3% | +3.6% | -51.3% |
| All | -27.0% | -58.6% | +31.6% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling