+23.4%
ELAN vs VXX
-46.7%
+70.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.6% | +0.1% |
| 7D | -5.4% | +2.0% | -7.4% | -4.8% |
| 30D | +4.7% | -7.1% | +11.8% | +2.8% |
| 3M | -3.7% | -28.6% | +25.0% | -11.9% |
| 6M | -1.2% | -44.0% | +42.8% | -13.7% |
| YTD | +2.4% | -31.7% | +34.1% | -5.7% |
| 1Y | +23.4% | -46.3% | +69.7% | +8.4% |
| All | +23.4% | -46.7% | +70.1% | +8.4% |
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 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