-99.2%
VXX vs EQH
+234.7%
-333.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.8% |
| 7D | +2.0% | +0.7% | +1.3% | +2.8% |
| 30D | -7.1% | +2.8% | -9.9% | -4.0% |
| 3M | -28.6% | +23.1% | -51.7% | -9.9% |
| 6M | -44.0% | +41.4% | -85.4% | -15.9% |
| YTD | -31.7% | +14.3% | -46.0% | -16.4% |
| 1Y | -46.3% | +1.6% | -47.9% | -41.3% |
| 3Y | -78.3% | +102.7% | -181.0% | -35.8% |
| 5Y | -95.8% | +104.5% | -200.4% | -84.3% |
| All | -99.2% | +234.7% | -333.9% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling