-2.9%
ECL vs VXX
-49.3%
+46.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.9% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | -4.3% | -9.5% | +5.2% | -5.7% |
| 3M | +3.2% | -27.3% | +30.5% | -2.0% |
| 6M | -2.9% | -43.3% | +40.4% | -12.4% |
| All | -2.9% | -49.3% | +46.4% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling