-95.7%
VXX vs EOSE
-70.0%
-25.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.4% |
| 7D | +2.0% | +1.8% | +0.2% | +2.3% |
| 30D | -7.1% | -6.8% | -0.3% | -7.3% |
| 3M | -28.6% | -36.3% | +7.7% | -31.2% |
| 6M | -44.0% | -38.8% | -5.2% | -44.7% |
| YTD | -31.7% | -65.5% | +33.8% | -35.3% |
| 1Y | -46.3% | -45.3% | -1.1% | -44.9% |
| 3Y | -78.3% | +44.2% | -122.4% | -71.4% |
| All | -95.7% | -70.0% | -25.7% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling