-41.4%
NCLH vs VXX
-95.6%
+54.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.1% |
| 7D | -4.8% | +2.0% | -6.8% | -4.0% |
| 30D | -21.7% | -7.1% | -14.6% | -23.7% |
| 3M | -22.2% | -28.6% | +6.4% | -31.3% |
| 6M | -27.5% | -44.0% | +16.5% | -39.9% |
| YTD | -33.6% | -31.7% | -1.9% | -39.0% |
| 1Y | -45.0% | -46.3% | +1.4% | -52.8% |
| 3Y | -11.0% | -78.3% | +67.2% | -30.5% |
| All | -41.4% | -95.6% | +54.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling