-99.4%
VXX vs EQX
+232.0%
-331.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.0% |
| 7D | +2.0% | -3.2% | +5.2% | +1.5% |
| 30D | -7.1% | +7.8% | -14.9% | -5.5% |
| 3M | -28.6% | +21.3% | -50.0% | -25.4% |
| 6M | -44.0% | -22.4% | -21.6% | -44.6% |
| YTD | -31.7% | -11.3% | -20.4% | -30.6% |
| 1Y | -46.3% | +13.5% | -59.9% | -42.9% |
| 3Y | -78.3% | +162.1% | -240.4% | -72.1% |
| 5Y | -95.8% | +84.2% | -180.0% | -94.6% |
| All | -99.4% | +232.0% | -331.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling