+327.1%
NET vs VXX
-79.2%
+406.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -1.8% |
| 7D | -7.0% | -3.5% | -3.5% | -7.7% |
| 30D | -4.8% | -13.6% | +8.8% | -8.0% |
| 3M | +3.8% | -24.6% | +28.4% | -2.4% |
| 6M | +50.0% | -39.9% | +89.9% | +34.9% |
| YTD | +41.5% | -33.1% | +74.5% | +32.0% |
| 1Y | +32.8% | -49.9% | +82.7% | +16.7% |
| All | +327.1% | -79.2% | +406.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling