-98.9%
VXX vs ELF
+355.1%
-454.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +1.4% |
| 7D | +7.2% | -10.8% | +18.0% | +2.3% |
| 30D | -5.8% | +0.8% | -6.6% | -5.0% |
| 3M | -29.0% | +64.8% | -93.8% | -10.5% |
| 6M | -44.0% | +19.0% | -63.0% | -36.8% |
| YTD | -28.7% | +25.9% | -54.6% | -16.3% |
| 1Y | -45.2% | -28.8% | -16.4% | -47.3% |
| 3Y | -77.8% | -29.6% | -48.2% | -72.7% |
| 5Y | -95.6% | +216.2% | -311.9% | -85.2% |
| All | -98.9% | +355.1% | -454.1% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling