+2.7%
ECL vs VXX
-51.1%
+53.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -2.6% | -3.5% | +0.9% | -3.1% |
| 30D | -2.2% | -13.6% | +11.4% | -4.1% |
| 3M | +10.1% | -24.6% | +34.7% | +6.2% |
| 6M | -5.7% | -39.9% | +34.1% | -11.5% |
| YTD | +7.0% | -33.1% | +40.0% | +2.1% |
| 1Y | +2.7% | -49.9% | +52.6% | -6.2% |
| All | +2.7% | -51.1% | +53.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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