+87.7%
ELV vs VXX
-99.0%
+186.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.1% |
| 7D | +3.2% | +2.0% | +1.2% | +3.5% |
| 30D | +5.4% | -7.1% | +12.5% | +4.3% |
| 3M | +5.4% | -28.6% | +34.0% | +0.8% |
| 6M | +45.7% | -44.0% | +89.7% | +35.7% |
| YTD | +21.2% | -31.7% | +52.9% | +16.8% |
| 1Y | +35.6% | -46.3% | +82.0% | +27.2% |
| 3Y | -2.0% | -78.3% | +76.3% | -13.7% |
| 5Y | +26.0% | -95.8% | +121.8% | -12.0% |
| All | +87.7% | -99.0% | +186.6% | +20.7% |
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