-42.1%
VXX vs EQX
+0.6%
-42.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +4.9% | -18.3% | -11.8% |
| 7D | -1.2% | +19.9% | -21.2% | +5.3% |
| 30D | +11.9% | +5.9% | +6.1% | +15.9% |
| 3M | -6.4% | +4.6% | -11.0% | -2.5% |
| 6M | -32.2% | -15.1% | -17.1% | -30.5% |
| YTD | -28.1% | -13.5% | -14.6% | -24.7% |
| All | -42.1% | +0.6% | -42.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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