-42.4%
VXX vs EQNR
+75.3%
-117.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.3% | -10.8% | +11.1% | +5.7% |
| 30D | +11.4% | -5.4% | +16.8% | +14.6% |
| 3M | -6.3% | +0.2% | -6.5% | -6.3% |
| 6M | -32.5% | +13.1% | -45.6% | -36.0% |
| YTD | -28.5% | +77.9% | -106.4% | -34.0% |
| 1Y | -42.4% | +76.4% | -118.7% | -46.9% |
| All | -42.4% | +75.3% | -117.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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