-46.3%
VXX vs EQX
+17.2%
-63.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.9% |
| 7D | +2.0% | -3.2% | +5.2% | +1.3% |
| 30D | -7.1% | +7.8% | -14.9% | -5.2% |
| 3M | -28.6% | +21.3% | -50.0% | -24.5% |
| 6M | -44.0% | -22.4% | -21.6% | -42.8% |
| YTD | -31.7% | -11.3% | -20.4% | -30.2% |
| 1Y | -46.3% | +13.5% | -59.9% | -44.3% |
| All | -46.3% | +17.2% | -63.6% | -44.3% |
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