+294.6%
NEM vs VXX
-99.0%
+393.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.2% |
| 7D | -1.0% | +2.0% | -3.0% | -0.8% |
| 30D | +7.8% | -7.1% | +14.9% | +7.3% |
| 3M | +30.2% | -28.6% | +58.8% | +27.4% |
| 6M | +9.6% | -44.0% | +53.6% | +6.0% |
| YTD | +27.8% | -31.7% | +59.6% | +25.6% |
| 1Y | +60.7% | -46.3% | +107.1% | +56.0% |
| 3Y | +245.3% | -78.3% | +323.6% | +229.2% |
| 5Y | +155.3% | -95.8% | +251.2% | +125.1% |
| All | +294.6% | -99.0% | +393.6% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling