-78.3%
VXX vs ELF
-29.5%
-48.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.9% |
| 7D | +2.0% | -11.6% | +13.6% | -1.5% |
| 30D | -7.1% | +4.6% | -11.7% | -5.4% |
| 3M | -28.6% | +59.7% | -88.3% | -16.8% |
| 6M | -44.0% | +21.2% | -65.2% | -38.4% |
| YTD | -31.7% | +27.4% | -59.2% | -23.0% |
| 1Y | -46.3% | -29.8% | -16.5% | -47.2% |
| 3Y | -78.3% | -28.5% | -49.8% | -72.6% |
| All | -78.3% | -29.5% | -48.8% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling