-98.9%
VXX vs EAT
+492.5%
-591.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.0% |
| 7D | +7.2% | -6.2% | +13.4% | +4.0% |
| 30D | -5.8% | -3.0% | -2.8% | -6.8% |
| 3M | -29.0% | +45.6% | -74.7% | -14.0% |
| 6M | -44.0% | +53.5% | -97.5% | -28.8% |
| YTD | -28.7% | +49.6% | -78.3% | -9.2% |
| 1Y | -45.2% | +38.9% | -84.1% | -31.9% |
| 3Y | -77.8% | +589.7% | -667.5% | -28.4% |
| 5Y | -95.6% | +318.7% | -414.3% | -87.0% |
| All | -98.9% | +492.5% | -591.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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