-49.9%
VXX vs EQX
+42.9%
-92.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.1% |
| 7D | -3.5% | -1.4% | -2.1% | -3.6% |
| 30D | -13.6% | +24.4% | -38.0% | -9.2% |
| 3M | -24.6% | +11.6% | -36.2% | -21.1% |
| 6M | -39.9% | -25.0% | -14.9% | -38.4% |
| YTD | -33.1% | -8.4% | -24.7% | -31.2% |
| 1Y | -49.9% | +43.4% | -93.3% | -48.2% |
| All | -49.9% | +42.9% | -92.8% | -48.2% |
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