+51.1%
NEM vs VXX
-51.0%
+102.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -9.6% | +19.5% | +6.6% |
| 7D | +3.7% | -4.1% | +7.8% | +2.8% |
| 30D | +2.0% | -0.8% | +2.8% | +2.4% |
| 3M | +21.1% | -19.8% | +40.9% | +14.6% |
| 6M | +9.5% | -40.5% | +50.0% | -2.4% |
| YTD | +19.1% | -35.5% | +54.6% | +11.7% |
| 1Y | +51.1% | -51.1% | +102.2% | +25.7% |
| All | +51.1% | -51.0% | +102.1% | +25.7% |
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