+1,449.6%
NET vs VXX
-98.8%
+1,548.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -1.8% |
| 7D | -7.0% | -3.5% | -3.5% | -7.9% |
| 30D | -4.8% | -13.6% | +8.8% | -8.6% |
| 3M | +3.8% | -24.6% | +28.4% | -3.4% |
| 6M | +50.0% | -39.9% | +89.9% | +32.3% |
| YTD | +41.5% | -33.1% | +74.5% | +30.0% |
| 1Y | +32.8% | -49.9% | +82.7% | +13.9% |
| 3Y | +335.9% | -79.1% | +415.0% | +250.2% |
| 5Y | +113.8% | -95.6% | +209.4% | +27.8% |
| All | +1,449.6% | -98.8% | +1,548.4% | +704.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling