-95.7%
VXX vs EIX
+20.9%
-116.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.9% |
| 7D | +2.0% | -1.4% | +3.3% | +1.3% |
| 30D | -7.1% | -19.3% | +12.2% | -16.3% |
| 3M | -28.6% | -21.7% | -7.0% | -36.8% |
| 6M | -44.0% | -19.8% | -24.2% | -49.2% |
| YTD | -31.7% | -3.0% | -28.7% | -29.3% |
| 1Y | -46.3% | +5.1% | -51.4% | -40.7% |
| 3Y | -78.3% | -7.0% | -71.3% | -75.7% |
| All | -95.7% | +20.9% | -116.6% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling