-49.9%
VXX vs EQH
+2.5%
-52.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | -0.2% |
| 7D | -3.5% | +5.5% | -9.0% | +0.4% |
| 30D | -13.6% | +3.2% | -16.8% | -11.4% |
| 3M | -24.6% | +32.5% | -57.1% | -6.1% |
| 6M | -39.9% | +33.7% | -73.6% | -21.8% |
| YTD | -33.1% | +13.4% | -46.5% | -21.3% |
| 1Y | -49.9% | +0.6% | -50.5% | -42.1% |
| All | -49.9% | +2.5% | -52.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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