-95.7%
VXX vs EQH
+102.2%
-197.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.7% |
| 7D | +2.0% | +0.7% | +1.3% | +2.9% |
| 30D | -7.1% | +2.8% | -9.9% | -3.8% |
| 3M | -28.6% | +23.1% | -51.7% | -7.9% |
| 6M | -44.0% | +41.4% | -85.4% | -12.4% |
| YTD | -31.7% | +14.3% | -46.0% | -15.5% |
| 1Y | -46.3% | +1.6% | -47.9% | -41.9% |
| 3Y | -78.3% | +102.7% | -181.0% | -31.1% |
| All | -95.7% | +102.2% | -197.9% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling