-49.9%
VXX vs ELF
-17.5%
-32.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +1.1% |
| 7D | -3.5% | +5.4% | -8.8% | -2.1% |
| 30D | -13.6% | +27.0% | -40.6% | -7.7% |
| 3M | -24.6% | +113.2% | -137.8% | -6.5% |
| 6M | -39.9% | +36.6% | -76.4% | -32.1% |
| YTD | -33.1% | +44.2% | -77.3% | -22.8% |
| 1Y | -49.9% | -18.0% | -31.9% | -48.0% |
| All | -49.9% | -17.5% | -32.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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