+1,258.4%
NET vs VXX
-98.5%
+1,356.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +30.1% | -38.4% | +0.5% |
| 7D | -21.2% | +27.5% | -48.7% | -13.7% |
| 30D | -31.1% | +32.5% | -63.7% | -23.5% |
| 3M | -16.5% | +8.2% | -24.8% | -12.4% |
| 6M | 0.0% | -22.7% | +22.7% | -3.9% |
| YTD | +24.0% | -16.1% | +40.2% | +24.6% |
| 1Y | +7.0% | -34.0% | +41.0% | +0.8% |
| 3Y | +279.6% | -73.8% | +353.4% | +226.1% |
| 5Y | +24.0% | -93.3% | +117.3% | -16.6% |
| All | +1,258.4% | -98.5% | +1,356.9% | +671.3% |
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