-99.0%
VXX vs EL
-20.8%
-78.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.8% |
| 7D | +2.0% | -6.5% | +8.5% | -3.1% |
| 30D | -7.1% | +11.1% | -18.2% | +1.9% |
| 3M | -28.6% | +10.7% | -39.3% | -21.4% |
| 6M | -44.0% | +6.9% | -50.9% | -38.3% |
| YTD | -31.7% | -6.3% | -25.4% | -30.4% |
| 1Y | -46.3% | +13.5% | -59.8% | -33.9% |
| 3Y | -78.3% | -33.1% | -45.2% | -79.5% |
| 5Y | -95.8% | -68.8% | -27.1% | -98.0% |
| All | -99.0% | -20.8% | -78.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling