+55.0%
ECL vs VXX
-78.4%
+133.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -0.9% |
| 30D | -0.8% | -7.1% | +6.3% | -1.6% |
| 3M | +5.0% | -28.6% | +33.7% | +1.4% |
| 6M | +0.2% | -44.0% | +44.2% | -5.3% |
| YTD | +5.8% | -31.7% | +37.5% | +2.6% |
| 1Y | +1.5% | -46.3% | +47.9% | -3.4% |
| 3Y | +55.0% | -78.3% | +133.2% | +36.8% |
| All | +55.0% | -78.4% | +133.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling