-99.0%
VXX vs EQNR
+213.7%
-312.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.7% |
| 7D | +2.0% | +6.4% | -4.5% | +6.2% |
| 30D | -7.1% | +10.4% | -17.5% | -0.9% |
| 3M | -28.6% | +23.1% | -51.7% | -18.8% |
| 6M | -44.0% | +36.3% | -80.3% | -31.9% |
| YTD | -31.7% | +96.0% | -127.7% | +10.0% |
| 1Y | -46.3% | +94.2% | -140.6% | -13.6% |
| 3Y | -78.3% | +75.3% | -153.5% | -64.9% |
| 5Y | -95.8% | +187.2% | -283.0% | -87.5% |
| All | -99.0% | +213.7% | -312.6% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling