+350.0%
EWT vs VXX
-99.0%
+449.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.0% |
| 7D | -1.1% | +2.0% | -3.1% | -0.7% |
| 30D | +4.5% | -7.1% | +11.5% | +3.1% |
| 3M | +8.3% | -28.6% | +36.9% | +2.5% |
| 6M | +54.2% | -44.0% | +98.2% | +41.5% |
| YTD | +74.6% | -31.7% | +106.3% | +67.6% |
| 1Y | +84.9% | -46.3% | +131.2% | +71.9% |
| 3Y | +197.5% | -78.3% | +275.8% | +164.7% |
| 5Y | +150.6% | -95.8% | +246.4% | +79.9% |
| All | +350.0% | -99.0% | +449.0% | +205.6% |
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 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