-99.0%
VXX vs EVRG
+121.0%
-220.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -7.1% | -1.2% | -5.9% | -7.9% |
| 3M | -28.6% | -0.6% | -28.0% | -29.0% |
| 6M | -44.0% | +2.4% | -46.4% | -42.7% |
| YTD | -31.7% | +15.5% | -47.2% | -23.5% |
| 1Y | -46.3% | +16.8% | -63.2% | -39.0% |
| 3Y | -78.3% | +75.0% | -153.3% | -64.7% |
| 5Y | -95.8% | +49.3% | -145.2% | -93.7% |
| All | -99.0% | +121.0% | -220.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling