+248.8%
NBIS vs VXX
-51.1%
+299.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.9% |
| 7D | +8.2% | -3.5% | +11.7% | +5.8% |
| 30D | +3.4% | -13.6% | +17.0% | -5.7% |
| 3M | -12.8% | -24.6% | +11.8% | -24.2% |
| 6M | +131.5% | -39.9% | +171.4% | +83.2% |
| YTD | +170.5% | -33.1% | +203.5% | +132.5% |
| 1Y | +248.8% | -49.9% | +298.7% | +198.7% |
| All | +248.8% | -51.1% | +299.9% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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