+72.7%
NEM vs VXX
-51.1%
+123.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.7% |
| 7D | +0.3% | -3.5% | +3.8% | -0.5% |
| 30D | +23.1% | -13.6% | +36.7% | +19.2% |
| 3M | +18.5% | -24.6% | +43.1% | +12.3% |
| 6M | +7.8% | -39.9% | +47.7% | -0.5% |
| YTD | +29.1% | -33.1% | +62.2% | +21.2% |
| 1Y | +72.7% | -49.9% | +122.6% | +59.1% |
| All | +72.7% | -51.1% | +123.8% | +59.1% |
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