+7.0%
NET vs VXX
-36.4%
+43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +30.1% | -38.4% | -1.8% |
| 7D | -21.2% | +27.5% | -48.7% | -15.6% |
| 30D | -31.1% | +32.5% | -63.7% | -25.5% |
| 3M | -16.5% | +8.2% | -24.8% | -12.5% |
| 6M | 0.0% | -22.7% | +22.7% | -0.7% |
| YTD | +24.0% | -16.1% | +40.2% | +29.8% |
| 1Y | +7.0% | -34.0% | +41.0% | +1.4% |
| All | +7.0% | -36.4% | +43.4% | +1.4% |
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 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