-49.9%
VXX vs EOSE
-49.1%
-0.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | +2.2% |
| 7D | -3.5% | +19.0% | -22.5% | -0.5% |
| 30D | -13.6% | +1.6% | -15.2% | -12.8% |
| 3M | -24.6% | -52.0% | +27.4% | -31.1% |
| 6M | -39.9% | -42.5% | +2.6% | -40.9% |
| YTD | -33.1% | -66.1% | +33.1% | -36.9% |
| 1Y | -49.9% | -47.1% | -2.8% | -54.7% |
| All | -49.9% | -49.1% | -0.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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