-78.3%
VXX vs EL
-34.0%
-44.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.9% |
| 7D | +2.0% | -6.5% | +8.5% | -1.3% |
| 30D | -7.1% | +11.1% | -18.2% | -1.2% |
| 3M | -28.6% | +10.7% | -39.3% | -23.8% |
| 6M | -44.0% | +6.9% | -50.9% | -39.7% |
| YTD | -31.7% | -6.3% | -25.4% | -29.8% |
| 1Y | -46.3% | +13.5% | -59.8% | -37.4% |
| 3Y | -78.3% | -33.1% | -45.2% | -76.7% |
| All | -78.3% | -34.0% | -44.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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