-45.0%
NCLH vs VXX
-46.7%
+1.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | -0.1% |
| 7D | -4.8% | +2.0% | -6.8% | -3.9% |
| 30D | -21.7% | -7.1% | -14.6% | -23.9% |
| 3M | -22.2% | -28.6% | +6.4% | -32.5% |
| 6M | -27.5% | -44.0% | +16.5% | -42.1% |
| YTD | -33.6% | -31.7% | -1.9% | -41.3% |
| 1Y | -45.0% | -46.3% | +1.4% | -54.0% |
| All | -45.0% | -46.7% | +1.7% | -54.0% |
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