+29.8%
ECL vs VXX
-95.6%
+125.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.1% |
| 7D | -1.1% | +2.0% | -3.1% | -0.8% |
| 30D | -0.8% | -7.1% | +6.3% | -1.8% |
| 3M | +5.0% | -28.6% | +33.7% | +0.3% |
| 6M | +0.2% | -44.0% | +44.2% | -7.0% |
| YTD | +5.8% | -31.7% | +37.5% | +1.8% |
| 1Y | +1.5% | -46.3% | +47.9% | -5.0% |
| 3Y | +55.0% | -78.3% | +133.2% | +35.9% |
| All | +29.8% | -95.6% | +125.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling