+115.5%
ECL vs VXX
-99.0%
+214.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | -4.3% | -9.5% | +5.2% | -5.8% |
| 3M | +3.2% | -27.3% | +30.5% | -1.7% |
| 6M | -2.9% | -43.3% | +40.4% | -10.6% |
| YTD | +4.3% | -30.9% | +35.1% | 0.0% |
| 1Y | +1.6% | -47.2% | +48.8% | -6.0% |
| 3Y | +54.3% | -78.5% | +132.8% | +34.3% |
| 5Y | +26.5% | -95.6% | +122.1% | -11.3% |
| All | +115.5% | -99.0% | +214.4% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling