+35.6%
ELV vs VXX
-46.7%
+82.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.2% |
| 7D | +3.2% | +2.0% | +1.2% | +3.4% |
| 30D | +5.4% | -7.1% | +12.5% | +4.8% |
| 3M | +5.4% | -28.6% | +34.0% | +2.7% |
| 6M | +45.7% | -44.0% | +89.7% | +39.2% |
| YTD | +21.2% | -31.7% | +52.9% | +19.2% |
| 1Y | +35.6% | -46.3% | +82.0% | +32.3% |
| All | +35.6% | -46.7% | +82.3% | +32.3% |
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