-99.0%
VXX vs ELF
+360.6%
-459.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.8% |
| 7D | +2.0% | -11.6% | +13.6% | -3.0% |
| 30D | -7.1% | +4.6% | -11.7% | -4.7% |
| 3M | -28.6% | +59.7% | -88.3% | -11.2% |
| 6M | -44.0% | +21.2% | -65.2% | -36.3% |
| YTD | -31.7% | +27.4% | -59.2% | -19.4% |
| 1Y | -46.3% | -29.8% | -16.5% | -48.8% |
| 3Y | -78.3% | -28.5% | -49.8% | -73.1% |
| 5Y | -95.8% | +220.0% | -315.9% | -85.8% |
| All | -99.0% | +360.6% | -459.6% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling