+97.9%
EWT vs VXX
-51.1%
+149.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.0% |
| 7D | +4.0% | -3.5% | +7.5% | +2.8% |
| 30D | +10.3% | -13.6% | +23.9% | +5.3% |
| 3M | +6.1% | -24.6% | +30.7% | -1.6% |
| 6M | +56.6% | -39.9% | +96.5% | +38.5% |
| YTD | +76.6% | -33.1% | +109.6% | +61.3% |
| 1Y | +97.9% | -49.9% | +147.8% | +76.0% |
| All | +97.9% | -51.1% | +149.0% | +76.0% |
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 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