-34.0%
VXX vs EVRG
+17.4%
-51.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +1.4% | +28.7% | +29.9% |
| 7D | +27.5% | +2.3% | +25.2% | +27.2% |
| 30D | +32.5% | +8.8% | +23.8% | +32.3% |
| 3M | +8.2% | +6.1% | +2.1% | +8.0% |
| 6M | -22.7% | +8.9% | -31.6% | -22.2% |
| YTD | -16.1% | +23.6% | -39.8% | -12.0% |
| 1Y | -34.0% | +17.8% | -51.9% | -34.7% |
| All | -34.0% | +17.4% | -51.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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