-1.0%
NCLH vs VXX
-51.0%
+50.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.6% | +16.4% | +2.4% |
| 7D | +15.8% | -4.1% | +19.9% | +14.5% |
| 30D | +25.1% | -0.8% | +25.9% | +26.1% |
| 3M | -7.3% | -19.8% | +12.5% | -14.9% |
| 6M | +8.1% | -40.5% | +48.6% | -13.1% |
| YTD | -16.7% | -35.5% | +18.9% | -27.6% |
| 1Y | -1.0% | -51.1% | +50.1% | -19.1% |
| All | -1.0% | -51.0% | +50.0% | -19.1% |
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