-36.6%
VXX vs EQX
-1.8%
-34.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | 0.0% | +30.1% | +30.1% |
| 7D | +27.5% | +10.8% | +16.7% | +32.6% |
| 30D | +32.5% | -0.9% | +33.4% | +34.0% |
| 3M | +8.2% | +9.5% | -1.3% | +13.5% |
| 6M | -22.7% | -16.8% | -5.9% | -21.9% |
| YTD | -16.1% | -19.3% | +3.2% | -14.1% |
| All | -36.6% | -1.8% | -34.7% | -23.5% |
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