+97.0%
ELAN vs VXX
-77.5%
+174.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | +0.1% |
| 7D | -5.5% | +2.9% | -8.4% | -4.8% |
| 30D | -2.2% | -5.8% | +3.6% | -3.5% |
| 3M | -4.2% | -24.7% | +20.4% | -10.1% |
| 6M | +0.9% | -48.1% | +49.0% | -12.0% |
| YTD | +2.3% | -31.1% | +33.4% | -3.4% |
| 1Y | +24.9% | -45.9% | +70.8% | +12.8% |
| 3Y | +97.0% | -77.1% | +174.1% | +62.1% |
| All | +97.0% | -77.5% | +174.5% | +62.1% |
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