-44.0%
VXX vs EL
+5.6%
-49.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +2.3% |
| 7D | +7.2% | -4.4% | +11.5% | +5.5% |
| 30D | -5.8% | +10.3% | -16.1% | -2.2% |
| 3M | -29.0% | +13.4% | -42.4% | -25.1% |
| 6M | -44.0% | +3.1% | -47.1% | -44.0% |
| All | -44.0% | +5.6% | -49.6% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling