+1,381.0%
NET vs VXX
-98.8%
+1,479.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.1% | -5.4% |
| 7D | -16.4% | -4.1% | -12.3% | -17.0% |
| 30D | -25.8% | -0.8% | -25.0% | -25.4% |
| 3M | -11.5% | -19.8% | +8.3% | -16.2% |
| 6M | +18.9% | -40.5% | +59.4% | +4.2% |
| YTD | +35.2% | -35.5% | +70.8% | +24.0% |
| 1Y | +14.5% | -51.1% | +65.6% | -2.6% |
| 3Y | +313.8% | -79.9% | +393.7% | +224.4% |
| 5Y | +32.6% | -94.7% | +127.2% | -17.9% |
| All | +1,381.0% | -98.8% | +1,479.8% | +667.3% |
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 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